+11.0%
INDA vs EXEL
+283.4%
-272.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | +6.2% | -2.4% | +8.6% | +6.4% |
| 30D | +12.4% | +17.9% | -5.5% | +10.9% |
| 3M | +3.2% | +33.3% | -30.1% | +0.8% |
| 6M | +3.8% | +46.6% | -42.8% | +0.6% |
| YTD | -4.3% | +61.0% | -65.3% | -8.0% |
| 1Y | -4.5% | +70.4% | -74.9% | -8.6% |
| 3Y | +17.1% | +236.1% | -219.0% | +5.0% |
| 5Y | +11.0% | +284.8% | -273.8% | -1.0% |
| All | +11.0% | +283.4% | -272.3% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling