+606.1%
COST vs INDA
+84.7%
+521.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | -1.2% | -2.7% | +1.5% | -0.3% |
| 30D | -4.7% | -2.8% | -2.0% | -3.9% |
| 3M | -7.1% | +1.6% | -8.8% | -7.7% |
| 6M | -8.5% | -1.4% | -7.1% | -8.4% |
| YTD | +5.4% | -10.1% | +15.5% | +8.8% |
| 1Y | -5.6% | -8.8% | +3.1% | -3.2% |
| 3Y | +68.5% | +7.6% | +60.9% | +62.5% |
| 5Y | +105.2% | +5.8% | +99.5% | +98.1% |
| All | +606.1% | +84.7% | +521.4% | +480.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling