+122.9%
INDA vs EXEL
+1,018.5%
-895.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.5% |
| YTD | -4.3% | +61.0% | -65.3% | -8.1% |
| 1Y | -4.5% | +70.4% | -74.9% | -8.7% |
| 3Y | +17.1% | +236.1% | -219.0% | +4.9% |
| 5Y | +11.0% | +284.8% | -273.8% | -2.4% |
| 10Y | +107.5% | +348.4% | -240.9% | +75.9% |
| All | +122.9% | +1,018.5% | -895.6% | +64.6% |
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