+115.1%
INDA vs SPY
+639.8%
-524.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -0.8% | +0.1% | -0.8% | -0.9% |
| 3M | +3.9% | +2.0% | +1.9% | +2.2% |
| 6M | -0.7% | +13.0% | -13.7% | -10.0% |
| YTD | -7.7% | +13.5% | -21.2% | -16.7% |
| 1Y | -5.1% | +20.0% | -25.1% | -18.3% |
| 3Y | +13.6% | +77.2% | -63.6% | -30.9% |
| 5Y | +7.8% | +81.9% | -74.1% | -37.2% |
| 10Y | +84.6% | +314.1% | -229.4% | -53.7% |
| All | +115.1% | +639.8% | -524.7% | -71.2% |
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 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