+272.0%
XLB vs INDA
+115.1%
+156.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.4% | +0.7% | -2.1% | -1.7% |
| 30D | -0.4% | -0.8% | +0.4% | 0.0% |
| 3M | +2.0% | +3.9% | -2.0% | 0.0% |
| 6M | +1.8% | -0.7% | +2.5% | +2.0% |
| YTD | +16.6% | -7.7% | +24.2% | +21.1% |
| 1Y | +16.9% | -5.1% | +22.0% | +19.6% |
| 3Y | +32.6% | +13.6% | +18.9% | +22.8% |
| 5Y | +35.6% | +7.8% | +27.8% | +29.0% |
| 10Y | +160.0% | +84.6% | +75.4% | +84.8% |
| All | +272.0% | +115.1% | +156.9% | +145.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling