+115.1%
INDA vs EXR
+768.2%
-653.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +0.7% | -2.6% | +3.3% | +1.4% |
| 30D | -0.8% | -7.2% | +6.4% | +1.1% |
| 3M | +3.9% | -3.5% | +7.4% | +4.7% |
| 6M | -0.7% | -5.3% | +4.6% | +0.4% |
| YTD | -7.7% | +9.4% | -17.0% | -10.1% |
| 1Y | -5.1% | +1.3% | -6.4% | -6.0% |
| 3Y | +13.6% | +22.4% | -8.8% | +4.6% |
| 5Y | +7.8% | -12.2% | +20.0% | +6.5% |
| 10Y | +84.6% | +148.6% | -63.9% | +22.9% |
| All | +115.1% | +768.2% | -653.0% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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