+85.3%
INDA vs FWONK
+281.7%
-196.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.3% |
| 7D | -2.6% | -0.6% | -2.0% | -2.5% |
| 30D | -2.9% | -5.8% | +2.8% | -1.6% |
| 3M | +2.4% | +10.0% | -7.7% | -0.3% |
| 6M | -2.6% | +14.7% | -17.3% | -6.3% |
| YTD | -10.0% | -1.7% | -8.2% | -10.1% |
| 1Y | -7.7% | -4.6% | -3.0% | -7.3% |
| 3Y | +8.9% | +46.7% | -37.8% | -3.9% |
| 5Y | +6.0% | +99.4% | -93.4% | -15.8% |
| 10Y | +84.4% | +345.6% | -261.2% | +15.4% |
| All | +85.3% | +281.7% | -196.4% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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