+158.8%
XLB vs INDA
+83.0%
+75.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -0.6% |
| 7D | -3.5% | -3.6% | +0.1% | -1.4% |
| 30D | -4.7% | -4.0% | -0.7% | -2.4% |
| 3M | +2.7% | +1.7% | +1.0% | +1.7% |
| 6M | +2.6% | -3.6% | +6.2% | +4.6% |
| YTD | +12.8% | -11.0% | +23.8% | +20.4% |
| 1Y | +14.0% | -9.5% | +23.5% | +20.2% |
| 3Y | +31.5% | +7.6% | +23.8% | +24.0% |
| 5Y | +33.4% | +4.8% | +28.6% | +27.5% |
| All | +158.8% | +83.0% | +75.9% | +79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling