+80.6%
INDA vs FLR
+18.3%
+62.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -0.9% |
| 7D | -3.6% | -6.9% | +3.2% | -3.0% |
| 30D | -4.0% | +1.1% | -5.1% | -4.1% |
| 3M | +1.7% | +14.3% | -12.6% | +0.1% |
| 6M | -3.6% | +19.1% | -22.8% | -5.9% |
| YTD | -11.0% | +35.1% | -46.1% | -14.2% |
| 1Y | -9.5% | +29.5% | -39.0% | -12.7% |
| 3Y | +7.6% | +53.0% | -45.4% | +0.2% |
| 5Y | +4.8% | +238.9% | -234.1% | -11.2% |
| All | +80.6% | +18.3% | +62.3% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling