+122.9%
INDA vs SPY
+622.1%
-499.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | +6.2% | -0.6% | +6.8% | +6.5% |
| 30D | +12.4% | -3.7% | +16.0% | +15.5% |
| 3M | +3.2% | -2.7% | +5.9% | +5.2% |
| 6M | +3.8% | +2.2% | +1.6% | +1.7% |
| YTD | -4.3% | +10.8% | -15.1% | -12.2% |
| 1Y | -4.5% | +11.2% | -15.7% | -12.6% |
| 3Y | +17.1% | +76.5% | -59.4% | -28.7% |
| 5Y | +11.0% | +72.9% | -61.9% | -32.4% |
| 10Y | +107.5% | +304.8% | -197.3% | -47.2% |
| All | +122.9% | +622.1% | -499.2% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling