+72.6%
XYZ vs INDA
+15.9%
+56.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | -0.2% |
| 7D | +12.1% | +6.6% | +5.5% | +5.0% |
| 30D | +12.4% | +10.4% | +2.0% | +1.6% |
| 3M | +8.2% | +1.5% | +6.6% | +6.6% |
| 6M | +20.7% | +1.7% | +19.0% | +18.9% |
| YTD | +31.3% | -5.8% | +37.2% | +39.3% |
| 1Y | +20.5% | -5.1% | +25.6% | +26.8% |
| 3Y | +72.6% | +16.0% | +56.6% | +40.6% |
| All | +72.6% | +15.9% | +56.7% | +40.6% |
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 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