+481.2%
XLV vs INDA
+109.4%
+371.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.5% |
| 7D | -3.6% | -2.7% | -0.9% | -2.6% |
| 30D | -1.8% | -2.8% | +0.9% | -0.8% |
| 3M | +7.8% | +1.6% | +6.2% | +7.0% |
| 6M | +9.1% | -1.4% | +10.5% | +9.5% |
| YTD | +7.7% | -10.1% | +17.9% | +11.8% |
| 1Y | +20.4% | -8.8% | +29.2% | +24.2% |
| 3Y | +30.8% | +7.6% | +23.2% | +26.0% |
| 5Y | +34.6% | +5.8% | +28.8% | +29.9% |
| 10Y | +173.4% | +84.0% | +89.4% | +108.1% |
| All | +481.2% | +109.4% | +371.8% | +318.3% |
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