+521.3%
XLF vs INDA
+109.8%
+411.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | 0.0% |
| 7D | -1.0% | -2.6% | +1.6% | +0.4% |
| 30D | -1.3% | -2.9% | +1.6% | +0.3% |
| 3M | +9.1% | +2.4% | +6.8% | +7.7% |
| 6M | +14.4% | -2.6% | +17.0% | +15.6% |
| YTD | +5.1% | -10.0% | +15.0% | +10.8% |
| 1Y | +8.6% | -7.7% | +16.3% | +12.9% |
| 3Y | +74.4% | +8.9% | +65.5% | +64.6% |
| 5Y | +64.4% | +6.0% | +58.4% | +57.2% |
| 10Y | +251.6% | +84.4% | +167.2% | +145.6% |
| All | +521.3% | +109.8% | +411.5% | +304.3% |
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