+179.2%
XLE vs INDA
+115.4%
+63.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +5.4% | +1.1% | +4.3% | +4.8% |
| 30D | -3.9% | +9.4% | -13.3% | -9.0% |
| 3M | +7.0% | +2.9% | +4.1% | +4.8% |
| 6M | +14.2% | +7.2% | +7.0% | +8.7% |
| YTD | +48.2% | -4.8% | +53.0% | +50.3% |
| 1Y | +47.7% | -5.1% | +52.8% | +50.0% |
| 3Y | +70.0% | +16.7% | +53.3% | +48.6% |
| 5Y | +169.1% | +8.8% | +160.4% | +144.2% |
| All | +179.2% | +115.4% | +63.8% | +67.7% |
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