+1,359.5%
COST vs INDA
+109.8%
+1,249.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.6% |
| 7D | -2.8% | -2.6% | -0.2% | -2.1% |
| 30D | -5.3% | -2.9% | -2.3% | -4.5% |
| 3M | -6.7% | +2.4% | -9.0% | -7.4% |
| 6M | -9.9% | -2.6% | -7.3% | -9.5% |
| YTD | +5.1% | -10.0% | +15.1% | +8.0% |
| 1Y | -7.3% | -7.7% | +0.4% | -5.5% |
| 3Y | +70.4% | +8.9% | +61.5% | +64.8% |
| 5Y | +104.4% | +6.0% | +98.4% | +98.6% |
| 10Y | +609.0% | +84.4% | +524.6% | +481.6% |
| All | +1,359.5% | +109.8% | +1,249.7% | +1,019.8% |
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