+108.1%
XLRE vs INDA
+88.4%
+19.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.4% |
| 7D | -1.2% | -2.7% | +1.5% | +0.1% |
| 30D | -2.4% | -2.8% | +0.4% | -1.1% |
| 3M | -2.5% | +1.6% | -4.1% | -3.4% |
| 6M | +4.0% | -1.4% | +5.4% | +4.4% |
| YTD | +9.3% | -10.1% | +19.4% | +14.6% |
| 1Y | +5.6% | -8.8% | +14.4% | +9.8% |
| 3Y | +31.3% | +7.6% | +23.7% | +24.7% |
| 5Y | +9.5% | +5.8% | +3.8% | +4.5% |
| 10Y | +89.0% | +84.0% | +5.0% | +30.8% |
| All | +108.1% | +88.4% | +19.8% | +42.1% |
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