+122.2%
INDA vs EXEL
+1,006.8%
-884.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +3.1% | +1.6% | +1.4% | +2.9% |
| 30D | +9.1% | +17.4% | -8.2% | +7.7% |
| 3M | +3.2% | +38.6% | -35.4% | +0.5% |
| 6M | +8.5% | +41.2% | -32.7% | +5.4% |
| YTD | -4.6% | +59.3% | -64.0% | -8.3% |
| 1Y | -5.5% | +60.2% | -65.7% | -9.3% |
| 3Y | +16.7% | +232.6% | -215.9% | +4.7% |
| 5Y | +9.0% | +285.9% | -276.9% | -4.2% |
| 10Y | +116.6% | +325.9% | -209.2% | +84.2% |
| All | +122.2% | +1,006.8% | -884.6% | +64.2% |
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