+20.7%
XLK vs INDA
-7.3%
+28.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.7% |
| 7D | -7.6% | +6.9% | -14.5% | -11.5% |
| 30D | -12.2% | +7.4% | -19.6% | -16.2% |
| 3M | -5.5% | -1.0% | -4.5% | -4.4% |
| 6M | +9.2% | +2.9% | +6.3% | +7.3% |
| YTD | +23.0% | -7.4% | +30.5% | +27.2% |
| 1Y | +20.7% | -7.4% | +28.1% | +24.3% |
| All | +20.7% | -7.3% | +28.0% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling