+141.3%
XLC vs INDA
+59.2%
+82.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.2% |
| 7D | -1.7% | -3.6% | +2.0% | +0.2% |
| 30D | +0.2% | -4.0% | +4.2% | +2.3% |
| 3M | +0.7% | +1.7% | -1.0% | -0.3% |
| 6M | -4.5% | -3.6% | -0.8% | -2.8% |
| YTD | -4.7% | -11.0% | +6.3% | +0.9% |
| 1Y | -1.5% | -9.5% | +8.0% | +3.3% |
| 3Y | +72.2% | +7.6% | +64.6% | +63.6% |
| 5Y | +39.3% | +4.8% | +34.5% | +33.9% |
| All | +141.3% | +59.2% | +82.1% | +80.5% |
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