+533.2%
XYZ vs INDA
+106.9%
+426.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.0% | +0.7% | -1.7% | -1.7% |
| 30D | -1.7% | -0.8% | -0.9% | -0.8% |
| 3M | +16.7% | +3.9% | +12.8% | +12.5% |
| 6M | +26.9% | -0.7% | +27.6% | +28.3% |
| YTD | +27.1% | -7.7% | +34.8% | +38.6% |
| 1Y | +9.3% | -5.1% | +14.4% | +15.4% |
| 3Y | +42.3% | +13.6% | +28.6% | +24.4% |
| 5Y | -69.3% | +7.8% | -77.1% | -70.3% |
| 10Y | +586.8% | +84.6% | +502.2% | +326.3% |
| All | +533.2% | +106.9% | +426.3% | +260.2% |
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