+501.0%
XLI vs INDA
+109.8%
+391.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.1% |
| 7D | -0.6% | -2.6% | +2.0% | +0.7% |
| 30D | -6.9% | -2.9% | -4.0% | -5.6% |
| 3M | -1.9% | +2.4% | -4.3% | -3.1% |
| 6M | +1.0% | -2.6% | +3.6% | +2.2% |
| YTD | +11.3% | -10.0% | +21.3% | +16.8% |
| 1Y | +15.8% | -7.7% | +23.5% | +19.9% |
| 3Y | +69.8% | +8.9% | +60.9% | +61.7% |
| 5Y | +80.9% | +6.0% | +74.9% | +73.8% |
| 10Y | +257.2% | +84.4% | +172.8% | +158.6% |
| All | +501.0% | +109.8% | +391.2% | +304.9% |
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