+192.9%
XOM vs INDA
+84.7%
+108.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | +4.1% | -2.7% | +6.8% | +5.3% |
| 30D | +4.6% | -2.8% | +7.3% | +5.8% |
| 3M | +14.0% | +1.6% | +12.3% | +12.8% |
| 6M | +11.0% | -1.4% | +12.4% | +10.5% |
| YTD | +40.7% | -10.1% | +50.8% | +46.2% |
| 1Y | +52.3% | -8.8% | +61.1% | +56.9% |
| 3Y | +60.5% | +7.6% | +52.8% | +50.2% |
| 5Y | +266.4% | +5.8% | +260.6% | +242.9% |
| All | +192.9% | +84.7% | +108.2% | +104.7% |
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