+554.0%
XYZ vs INDA
+111.0%
+443.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | -0.1% |
| 7D | +12.1% | +6.6% | +5.5% | +5.1% |
| 30D | +12.4% | +10.4% | +2.0% | +1.7% |
| 3M | +8.2% | +1.5% | +6.6% | +6.8% |
| 6M | +20.7% | +1.7% | +19.0% | +19.3% |
| YTD | +31.3% | -5.8% | +37.2% | +40.7% |
| 1Y | +20.5% | -5.1% | +25.6% | +28.0% |
| 3Y | +72.6% | +16.0% | +56.6% | +47.9% |
| 5Y | -64.0% | +9.3% | -73.3% | -65.6% |
| 10Y | +601.8% | +102.1% | +499.7% | +308.7% |
| All | +554.0% | +111.0% | +443.0% | +265.7% |
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