+121.8%
INDA vs FLR
-4.5%
+126.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | +1.1% | +5.4% | -4.3% | +0.4% |
| 30D | +9.4% | +2.8% | +6.5% | +8.9% |
| 3M | +2.9% | -6.4% | +9.3% | +3.5% |
| 6M | +7.2% | +8.8% | -1.5% | +5.3% |
| YTD | -4.8% | +23.6% | -28.4% | -8.4% |
| 1Y | -5.1% | +13.8% | -18.9% | -7.8% |
| 3Y | +16.7% | +36.5% | -19.8% | +7.8% |
| 5Y | +8.8% | +119.3% | -110.6% | -7.3% |
| 10Y | +116.2% | +8.0% | +108.3% | +98.6% |
| All | +121.8% | -4.5% | +126.3% | +109.8% |
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