+402.6%
XME vs INDA
+84.7%
+317.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -1.7% |
| 7D | -4.2% | -2.7% | -1.5% | -2.4% |
| 30D | -2.7% | -2.8% | +0.1% | -0.7% |
| 3M | -3.9% | +1.6% | -5.6% | -5.0% |
| 6M | -1.0% | -1.4% | +0.4% | +0.1% |
| YTD | +9.8% | -10.1% | +20.0% | +18.2% |
| 1Y | +32.5% | -8.8% | +41.3% | +41.0% |
| 3Y | +124.3% | +7.6% | +116.7% | +111.6% |
| 5Y | +165.8% | +5.8% | +160.0% | +153.5% |
| All | +402.6% | +84.7% | +317.9% | +233.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling