+115.9%
INDA vs EXEL
+320.7%
-204.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +1.1% | -0.8% | +1.9% | +1.2% |
| 30D | +9.4% | +13.1% | -3.8% | +7.8% |
| 3M | +2.9% | +36.3% | -33.4% | -0.7% |
| 6M | +7.2% | +34.5% | -27.3% | +3.4% |
| YTD | -4.8% | +57.4% | -62.2% | -10.1% |
| 1Y | -5.1% | +62.9% | -68.0% | -10.7% |
| 3Y | +16.7% | +229.5% | -212.8% | -1.2% |
| 5Y | +8.8% | +281.2% | -272.4% | -10.9% |
| All | +115.9% | +320.7% | -204.8% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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