+115.9%
INDA vs SPY
+307.0%
-191.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +1.1% | +2.6% | -1.5% | -0.8% |
| 30D | +9.4% | -2.0% | +11.4% | +10.8% |
| 3M | +2.9% | -2.8% | +5.7% | +4.9% |
| 6M | +7.2% | +2.1% | +5.1% | +5.3% |
| YTD | -4.8% | +11.5% | -16.3% | -12.3% |
| 1Y | -5.1% | +13.5% | -18.5% | -13.7% |
| 3Y | +16.7% | +77.7% | -61.0% | -26.3% |
| 5Y | +8.8% | +72.6% | -63.8% | -30.4% |
| All | +115.9% | +307.0% | -191.1% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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