+115.1%
INDA vs FLR
+9.5%
+105.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.3% |
| 7D | +0.7% | +5.4% | -4.7% | +0.1% |
| 30D | -0.8% | +11.4% | -12.2% | -2.3% |
| 3M | +3.9% | +11.4% | -7.5% | +2.1% |
| 6M | -0.7% | +16.6% | -17.4% | -3.4% |
| YTD | -7.7% | +41.7% | -49.4% | -12.4% |
| 1Y | -5.1% | +35.4% | -40.5% | -9.8% |
| 3Y | +13.6% | +57.3% | -43.7% | +3.3% |
| 5Y | +7.8% | +241.0% | -233.2% | -13.2% |
| 10Y | +84.6% | +16.6% | +68.0% | +69.6% |
| All | +115.1% | +9.5% | +105.6% | +100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling