+41.9%
XLP vs INDA
+15.9%
+26.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.6% |
| 7D | +0.7% | +6.6% | -5.9% | -0.5% |
| 30D | +10.3% | +10.4% | -0.1% | +8.3% |
| 3M | +6.5% | +1.5% | +5.0% | +6.1% |
| 6M | +8.4% | +1.7% | +6.7% | +7.9% |
| YTD | +18.2% | -5.8% | +24.0% | +19.2% |
| 1Y | +22.4% | -5.1% | +27.5% | +23.2% |
| 3Y | +41.9% | +16.0% | +25.9% | +33.7% |
| All | +41.9% | +15.9% | +26.0% | +33.7% |
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