+44.0%
XLP vs INDA
+8.7%
+35.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +2.5% | +1.1% | +1.4% | +2.2% |
| 30D | +7.3% | +9.4% | -2.1% | +4.7% |
| 3M | +8.1% | +2.9% | +5.1% | +7.2% |
| 6M | +10.5% | +7.2% | +3.3% | +8.2% |
| YTD | +21.2% | -4.8% | +26.0% | +22.6% |
| 1Y | +22.7% | -5.1% | +27.8% | +24.2% |
| 3Y | +44.8% | +16.7% | +28.1% | +35.2% |
| All | +44.0% | +8.7% | +35.3% | +33.5% |
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 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