+164.2%
XLB vs INDA
+115.4%
+48.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.5% | +1.1% | -0.6% | -0.1% |
| 30D | +5.2% | +9.4% | -4.2% | -0.3% |
| 3M | +0.3% | +2.9% | -2.6% | -1.5% |
| 6M | +1.2% | +7.2% | -6.1% | -3.0% |
| YTD | +16.6% | -4.8% | +21.5% | +19.6% |
| 1Y | +21.4% | -5.1% | +26.5% | +24.6% |
| 3Y | +43.2% | +16.7% | +26.6% | +28.6% |
| 5Y | +28.0% | +8.8% | +19.3% | +19.5% |
| All | +164.2% | +115.4% | +48.7% | +70.0% |
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