+9.8%
INDA vs SPY
+78.7%
-68.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -1.0% | +0.5% | -1.5% | -1.2% |
| 30D | -2.5% | -0.9% | -1.6% | -2.1% |
| 3M | +4.0% | +3.9% | +0.1% | +2.1% |
| 6M | -1.8% | +14.5% | -16.3% | -7.8% |
| YTD | -9.2% | +12.9% | -22.1% | -14.2% |
| 1Y | -7.2% | +19.4% | -26.5% | -14.4% |
| 3Y | +9.8% | +78.5% | -68.6% | -17.8% |
| All | +9.8% | +78.7% | -68.9% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling