+192.4%
XLE vs INDA
+115.1%
+77.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +2.2% | +0.7% | +1.5% | +1.8% |
| 30D | +11.8% | -0.8% | +12.6% | +12.2% |
| 3M | +9.8% | +3.9% | +5.9% | +7.3% |
| 6M | +15.6% | -0.7% | +16.3% | +14.8% |
| YTD | +45.3% | -7.7% | +52.9% | +49.7% |
| 1Y | +48.3% | -5.1% | +53.4% | +50.4% |
| 3Y | +55.4% | +13.6% | +41.8% | +41.0% |
| 5Y | +216.1% | +7.8% | +208.3% | +193.3% |
| 10Y | +178.4% | +84.6% | +93.8% | +87.8% |
| All | +192.4% | +115.1% | +77.2% | +81.0% |
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