+148.7%
XLK vs INDA
+5.7%
+143.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +0.5% |
| 7D | +0.2% | -2.7% | +2.9% | +2.5% |
| 30D | -0.6% | -2.8% | +2.1% | +1.7% |
| 3M | +2.6% | +1.6% | +0.9% | +1.2% |
| 6M | +34.0% | -1.4% | +35.4% | +35.3% |
| YTD | +30.7% | -10.1% | +40.8% | +42.6% |
| 1Y | +39.2% | -8.8% | +48.0% | +49.7% |
| 3Y | +120.4% | +7.6% | +112.8% | +99.7% |
| All | +148.7% | +5.7% | +143.0% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling