-0.8%
XYL vs INDA
+16.8%
-17.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -3.7% | +1.1% | -4.8% | -4.3% |
| 30D | -8.3% | +9.4% | -17.7% | -12.3% |
| 3M | -21.4% | +2.9% | -24.4% | -22.7% |
| 6M | -12.9% | +7.2% | -20.2% | -16.0% |
| YTD | -30.1% | -4.8% | -25.3% | -28.8% |
| 1Y | -35.2% | -5.1% | -30.1% | -33.9% |
| 3Y | -0.8% | +16.7% | -17.4% | -13.0% |
| All | -0.8% | +16.8% | -17.6% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling