+1,511.7%
XLK vs INDA
+107.4%
+1,404.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -0.8% |
| 7D | -0.4% | -3.6% | +3.2% | +1.6% |
| 30D | -0.5% | -4.0% | +3.5% | +1.7% |
| 3M | +5.0% | +1.7% | +3.3% | +4.1% |
| 6M | +32.9% | -3.6% | +36.5% | +35.5% |
| YTD | +29.0% | -11.0% | +40.0% | +37.1% |
| 1Y | +37.8% | -9.5% | +47.3% | +45.1% |
| 3Y | +118.7% | +7.6% | +111.0% | +110.2% |
| 5Y | +145.6% | +4.8% | +140.8% | +140.0% |
| 10Y | +791.5% | +82.3% | +709.2% | +562.1% |
| All | +1,511.7% | +107.4% | +1,404.3% | +1,033.1% |
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