+375.9%
XYL vs INDA
+115.1%
+260.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -5.0% | +0.7% | -5.8% | -5.4% |
| 30D | -13.2% | -0.8% | -12.4% | -12.9% |
| 3M | -3.7% | +3.9% | -7.6% | -5.7% |
| 6M | -17.7% | -0.7% | -17.0% | -17.6% |
| YTD | -21.5% | -7.7% | -13.9% | -18.3% |
| 1Y | -24.5% | -5.1% | -19.4% | -22.7% |
| 3Y | +6.9% | +13.6% | -6.7% | -1.2% |
| 5Y | -18.1% | +7.8% | -25.9% | -22.0% |
| 10Y | +134.7% | +84.6% | +50.1% | +63.8% |
| All | +375.9% | +115.1% | +260.8% | +203.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling