+158.1%
XME vs INDA
+111.6%
+46.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.8% | +2.2% |
| 7D | +3.6% | -1.0% | +4.6% | +4.3% |
| 30D | +3.6% | -2.5% | +6.2% | +5.4% |
| 3M | +1.2% | +4.0% | -2.8% | -1.3% |
| 6M | +9.0% | -1.8% | +10.8% | +10.4% |
| YTD | +15.9% | -9.2% | +25.1% | +23.2% |
| 1Y | +43.2% | -7.2% | +50.4% | +49.9% |
| 3Y | +137.4% | +9.8% | +127.5% | +122.4% |
| 5Y | +185.0% | +7.5% | +177.5% | +171.0% |
| 10Y | +409.5% | +80.8% | +328.7% | +245.9% |
| All | +158.1% | +111.6% | +46.5% | +61.1% |
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