+136.0%
XLC vs INDA
+70.3%
+65.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.2% |
| 7D | +3.7% | +1.1% | +2.6% | +3.1% |
| 30D | -1.9% | +9.4% | -11.3% | -6.4% |
| 3M | -3.1% | +2.9% | -6.1% | -4.6% |
| 6M | -6.4% | +7.2% | -13.6% | -9.9% |
| YTD | -6.8% | -4.8% | -2.0% | -4.8% |
| 1Y | -1.7% | -5.1% | +3.4% | +0.6% |
| 3Y | +64.7% | +16.7% | +48.0% | +49.8% |
| 5Y | +41.1% | +8.8% | +32.3% | +32.7% |
| All | +136.0% | +70.3% | +65.7% | +70.4% |
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