+135.3%
XME vs INDA
+8.1%
+127.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | 0.0% |
| 7D | -0.2% | -2.6% | +2.4% | +1.7% |
| 30D | +1.4% | -2.9% | +4.3% | +3.7% |
| 3M | +2.7% | +2.4% | +0.4% | +1.0% |
| 6M | +6.5% | -2.6% | +9.1% | +8.4% |
| YTD | +15.2% | -10.0% | +25.1% | +23.7% |
| 1Y | +43.5% | -7.7% | +51.2% | +51.0% |
| All | +135.3% | +8.1% | +127.2% | +105.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling