+19.9%
XBI vs INDA
+5.7%
+14.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.2% |
| 7D | -4.6% | -2.7% | -2.0% | -2.4% |
| 30D | -2.0% | -2.8% | +0.8% | +0.4% |
| 3M | +17.8% | +1.6% | +16.2% | +16.0% |
| 6M | +23.7% | -1.4% | +25.1% | +25.0% |
| YTD | +28.2% | -10.1% | +38.4% | +40.2% |
| 1Y | +64.0% | -8.8% | +72.7% | +76.5% |
| 3Y | +99.4% | +7.6% | +91.8% | +79.6% |
| All | +19.9% | +5.7% | +14.2% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 5y: compounded portfolio wealth divided by compounded INDA 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…
5y analysis · Full analysis span regression · 6 months rolling