+7.8%
INDA vs FLR
+56.0%
-48.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.6% |
| 7D | -2.6% | -3.1% | +0.5% | -2.3% |
| 30D | -2.9% | +4.9% | -7.9% | -3.4% |
| 3M | +2.4% | +10.8% | -8.4% | +1.0% |
| 6M | -2.6% | +19.7% | -22.3% | -4.9% |
| YTD | -10.0% | +38.4% | -48.3% | -13.3% |
| 1Y | -7.7% | +34.7% | -42.3% | -11.2% |
| All | +7.8% | +56.0% | -48.2% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling