+190.1%
COP vs INDA
+6.8%
+183.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.0% |
| 7D | -0.8% | -1.0% | +0.1% | -0.6% |
| 30D | +15.6% | -2.5% | +18.1% | +16.3% |
| 3M | +14.3% | +4.0% | +10.4% | +12.8% |
| 6M | +17.0% | -1.8% | +18.8% | +17.2% |
| YTD | +47.4% | -9.2% | +56.6% | +52.6% |
| 1Y | +52.4% | -7.2% | +59.6% | +56.0% |
| 3Y | +20.8% | +9.8% | +11.0% | +11.8% |
| All | +190.1% | +6.8% | +183.3% | +172.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling