+116.3%
INDA vs COO
+40.1%
+76.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | +3.1% | -2.1% | +5.1% | +3.6% |
| 30D | +9.1% | +13.9% | -4.8% | +5.3% |
| 3M | +3.2% | -18.9% | +22.2% | +8.6% |
| 6M | +8.5% | +3.7% | +4.7% | +6.1% |
| YTD | -4.6% | -24.1% | +19.5% | +1.8% |
| 1Y | -5.5% | -14.2% | +8.7% | -2.8% |
| 3Y | +16.7% | -24.5% | +41.2% | +20.3% |
| 5Y | +9.0% | -40.4% | +49.4% | +19.9% |
| All | +116.3% | +40.1% | +76.3% | +95.9% |
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