+41.6%
XLE vs INDA
-4.2%
+45.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.8% |
| 7D | -6.7% | +6.2% | -12.9% | -3.4% |
| 30D | -4.4% | +12.4% | -16.8% | +1.9% |
| 3M | +4.0% | +3.2% | +0.8% | +6.1% |
| 6M | +13.2% | +3.8% | +9.4% | +16.5% |
| YTD | +41.9% | -4.3% | +46.2% | +47.6% |
| 1Y | +41.6% | -4.5% | +46.1% | +47.6% |
| All | +41.6% | -4.2% | +45.8% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling