+119.9%
XRT vs INDA
+83.0%
+37.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.1% |
| 7D | -3.6% | -3.6% | +0.1% | -1.5% |
| 30D | -6.7% | -4.0% | -2.7% | -4.5% |
| 3M | -1.4% | +1.7% | -3.1% | -2.4% |
| 6M | +1.7% | -3.6% | +5.3% | +3.9% |
| YTD | -1.5% | -11.0% | +9.5% | +5.2% |
| 1Y | -2.5% | -9.5% | +7.0% | +3.1% |
| 3Y | +39.9% | +7.6% | +32.3% | +33.4% |
| 5Y | -2.6% | +4.8% | -7.4% | -5.7% |
| All | +119.9% | +83.0% | +37.0% | +60.9% |
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 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