+184.4%
XLE vs INDA
+121.6%
+62.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | -7.9% | +6.1% | -14.0% | -10.7% |
| 30D | -4.8% | +11.7% | -16.5% | -10.3% |
| 3M | +8.4% | +2.1% | +6.3% | +6.8% |
| 6M | +12.7% | +3.2% | +9.5% | +10.0% |
| YTD | +41.3% | -4.9% | +46.2% | +43.0% |
| 1Y | +42.3% | -4.4% | +46.6% | +43.5% |
| 3Y | +65.1% | +17.6% | +47.5% | +46.7% |
| 5Y | +150.2% | +9.9% | +140.3% | +129.2% |
| 10Y | +163.9% | +102.7% | +61.2% | +70.3% |
| All | +184.4% | +121.6% | +62.8% | +72.8% |
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