+225.7%
XLE vs INDA
+7.2%
+218.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.8% | +1.6% |
| 7D | 0.0% | -1.0% | +1.0% | +0.3% |
| 30D | +12.6% | -2.5% | +15.2% | +13.4% |
| 3M | +11.8% | +4.0% | +7.9% | +10.2% |
| 6M | +16.1% | -1.8% | +17.9% | +16.4% |
| YTD | +46.9% | -9.2% | +56.0% | +52.0% |
| 1Y | +53.3% | -7.2% | +60.4% | +56.9% |
| 3Y | +54.9% | +9.8% | +45.1% | +43.9% |
| 5Y | +225.7% | +7.5% | +218.2% | +205.1% |
| All | +225.7% | +7.2% | +218.5% | +205.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling