+142.8%
XYL vs INDA
+84.7%
+58.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.2% |
| 7D | +1.2% | -2.7% | +3.9% | +2.8% |
| 30D | -11.9% | -2.8% | -9.2% | -10.5% |
| 3M | -1.5% | +1.6% | -3.2% | -2.6% |
| 6M | -11.9% | -1.4% | -10.5% | -11.4% |
| YTD | -20.6% | -10.1% | -10.4% | -15.6% |
| 1Y | -23.5% | -8.8% | -14.7% | -19.6% |
| 3Y | +14.9% | +7.6% | +7.2% | +8.2% |
| 5Y | -15.3% | +5.8% | -21.1% | -19.4% |
| All | +142.8% | +84.7% | +58.1% | +66.7% |
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