+12.8%
INDA vs COO
-22.0%
+34.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +0.7% | -2.2% | +2.9% | +1.0% |
| 30D | -0.8% | -7.0% | +6.2% | +0.1% |
| 3M | +3.9% | +12.2% | -8.3% | +2.2% |
| 6M | -0.7% | -15.1% | +14.4% | +1.1% |
| YTD | -7.7% | -15.1% | +7.4% | -6.0% |
| 1Y | -5.1% | +2.3% | -7.4% | -5.7% |
| All | +12.8% | -22.0% | +34.8% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling