+310.9%
XLP vs INDA
+119.4%
+191.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.8% |
| 7D | +0.7% | +6.6% | -5.9% | -1.1% |
| 30D | +10.3% | +10.4% | -0.1% | +7.1% |
| 3M | +6.5% | +1.5% | +5.0% | +6.0% |
| 6M | +8.4% | +1.7% | +6.7% | +7.7% |
| YTD | +18.2% | -5.8% | +24.0% | +19.9% |
| 1Y | +22.4% | -5.1% | +27.5% | +23.9% |
| 3Y | +41.9% | +16.0% | +25.9% | +34.4% |
| 5Y | +40.9% | +9.3% | +31.6% | +35.2% |
| 10Y | +128.4% | +102.1% | +26.2% | +77.4% |
| All | +310.9% | +119.4% | +191.6% | +205.0% |
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