+42.8%
XLP vs INDA
+17.0%
+25.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -0.2% | +3.1% | -3.3% | -0.8% |
| 30D | +8.2% | +9.1% | -1.0% | +6.4% |
| 3M | +7.7% | +3.2% | +4.5% | +7.0% |
| 6M | +9.3% | +8.5% | +0.8% | +7.5% |
| YTD | +19.5% | -4.6% | +24.1% | +20.2% |
| 1Y | +21.0% | -5.5% | +26.5% | +21.9% |
| All | +42.8% | +17.0% | +25.7% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling