+102.7%
INDA vs COO
+40.7%
+62.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.3% |
| 7D | +6.1% | +4.3% | +1.8% | +4.9% |
| 30D | +11.7% | +17.6% | -5.9% | +6.8% |
| 3M | +2.1% | -13.9% | +15.9% | +5.7% |
| 6M | +3.2% | +6.6% | -3.4% | +0.1% |
| YTD | -4.9% | -22.0% | +17.1% | +0.8% |
| 1Y | -4.4% | -8.8% | +4.4% | -3.3% |
| 3Y | +17.6% | -21.5% | +39.1% | +19.8% |
| 5Y | +9.9% | -41.0% | +50.9% | +21.6% |
| 10Y | +102.7% | +40.9% | +61.8% | +78.6% |
| All | +102.7% | +40.7% | +62.0% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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