+9.8%
INDA vs EXEL
+160.6%
-150.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.6% | -1.5% |
| 7D | -1.0% | +1.4% | -2.4% | -1.1% |
| 30D | -2.5% | +6.7% | -9.2% | -3.0% |
| 3M | +4.0% | +11.5% | -7.5% | +3.2% |
| 6M | -1.8% | +38.8% | -40.6% | -3.9% |
| YTD | -9.2% | +31.6% | -40.8% | -10.9% |
| 1Y | -7.2% | +53.0% | -60.2% | -9.6% |
| 3Y | +9.8% | +160.8% | -151.0% | +5.5% |
| All | +9.8% | +160.6% | -150.8% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling