+6.0%
INDA vs SPY
+81.0%
-75.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | -2.6% | -0.4% | -2.2% | -2.4% |
| 30D | -2.9% | -1.4% | -1.6% | -2.2% |
| 3M | +2.4% | +3.7% | -1.3% | +0.4% |
| 6M | -2.6% | +13.0% | -15.6% | -8.5% |
| YTD | -10.0% | +12.4% | -22.3% | -15.2% |
| 1Y | -7.7% | +18.5% | -26.2% | -15.4% |
| 3Y | +8.9% | +77.6% | -68.7% | -20.2% |
| 5Y | +6.0% | +81.7% | -75.7% | -23.2% |
| All | +6.0% | +81.0% | -75.0% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling