+102.9%
XLP vs INDA
+80.4%
+22.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.1% |
| 7D | -1.4% | -1.0% | -0.5% | -1.1% |
| 30D | -1.3% | -2.5% | +1.2% | -0.5% |
| 3M | +1.8% | +4.0% | -2.1% | +0.5% |
| 6M | -0.8% | -1.8% | +1.0% | -0.5% |
| YTD | +9.5% | -9.2% | +18.7% | +12.6% |
| 1Y | +7.2% | -7.2% | +14.4% | +9.4% |
| 3Y | +27.1% | +9.8% | +17.3% | +21.7% |
| 5Y | +32.0% | +7.5% | +24.5% | +26.6% |
| 10Y | +102.9% | +80.8% | +22.1% | +58.6% |
| All | +102.9% | +80.4% | +22.5% | +58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling