+115.1%
INDA vs COO
+271.4%
-156.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | +0.7% | -2.2% | +2.9% | +1.3% |
| 30D | -0.8% | -7.0% | +6.2% | +1.2% |
| 3M | +3.9% | +12.2% | -8.3% | +0.1% |
| 6M | -0.7% | -15.1% | +14.4% | +3.5% |
| YTD | -7.7% | -15.1% | +7.4% | -3.9% |
| 1Y | -5.1% | +2.3% | -7.4% | -6.9% |
| 3Y | +13.6% | -23.7% | +37.3% | +18.2% |
| 5Y | +7.8% | -38.9% | +46.7% | +18.7% |
| 10Y | +84.6% | +49.9% | +34.7% | +49.0% |
| All | +115.1% | +271.4% | -156.3% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling