+115.1%
INDA vs EXEL
+835.2%
-720.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.7% | +8.4% | -7.7% | +0.1% |
| 30D | -0.8% | +4.1% | -4.9% | -1.2% |
| 3M | +3.9% | +12.4% | -8.5% | +2.9% |
| 6M | -0.7% | +41.5% | -42.3% | -3.6% |
| YTD | -7.7% | +34.6% | -42.3% | -10.0% |
| 1Y | -5.1% | +57.9% | -63.0% | -8.8% |
| 3Y | +13.6% | +159.5% | -145.9% | +3.9% |
| 5Y | +7.8% | +198.5% | -190.7% | -3.4% |
| 10Y | +84.6% | +411.4% | -326.7% | +55.9% |
| All | +115.1% | +835.2% | -720.0% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling