+577.6%
XYZ vs INDA
+113.1%
+464.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +2.5% |
| 7D | +14.9% | +6.1% | +8.8% | +8.3% |
| 30D | +14.7% | +11.7% | +3.0% | +2.4% |
| 3M | +12.1% | +2.1% | +10.0% | +10.1% |
| 6M | +18.3% | +3.2% | +15.2% | +15.3% |
| YTD | +36.1% | -4.9% | +40.9% | +44.2% |
| 1Y | +35.3% | -4.4% | +39.7% | +42.6% |
| 3Y | +73.5% | +17.6% | +55.9% | +46.5% |
| 5Y | -61.6% | +9.9% | -71.5% | -63.5% |
| 10Y | +638.0% | +102.7% | +535.3% | +327.7% |
| All | +577.6% | +113.1% | +464.5% | +274.9% |
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