+255.6%
XOM vs INDA
+4.7%
+250.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +1.9% | -3.6% | +5.5% | +2.4% |
| 30D | +4.1% | -4.0% | +8.0% | +4.7% |
| 3M | +10.4% | +1.7% | +8.7% | +9.9% |
| 6M | +13.0% | -3.6% | +16.7% | +13.6% |
| YTD | +40.1% | -11.0% | +51.0% | +44.0% |
| 1Y | +51.1% | -9.5% | +60.6% | +54.5% |
| 3Y | +57.7% | +7.6% | +50.1% | +50.0% |
| All | +255.6% | +4.7% | +250.9% | +245.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling