+115.9%
INDA vs XPO
+1,266.4%
-1,150.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.6% |
| 7D | +1.1% | +9.0% | -7.9% | -0.4% |
| 30D | +9.4% | +4.2% | +5.2% | +8.5% |
| 3M | +2.9% | -8.7% | +11.6% | +4.3% |
| 6M | +7.2% | -2.8% | +10.0% | +7.1% |
| YTD | -4.8% | +41.9% | -46.7% | -11.7% |
| 1Y | -5.1% | +42.3% | -47.4% | -12.1% |
| 3Y | +16.7% | +127.3% | -110.6% | -5.5% |
| 5Y | +8.8% | +306.4% | -297.6% | -25.7% |
| All | +115.9% | +1,266.4% | -1,150.5% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling