-31.5%
XYL vs INDA
-7.3%
-24.2%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.7% | +2.2% | +3.7% |
| 7D | +14.5% | +6.9% | +7.6% | +11.2% |
| 30D | -1.3% | +7.4% | -8.8% | -4.4% |
| 3M | -17.0% | -1.0% | -16.0% | -16.8% |
| 6M | -11.3% | +2.9% | -14.2% | -12.7% |
| YTD | -25.0% | -7.4% | -17.5% | -25.9% |
| 1Y | -31.5% | -7.4% | -24.2% | -32.7% |
| All | -31.5% | -7.3% | -24.2% | -32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling