+108.5%
INDB vs SPY
+312.5%
-204.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | +0.8% | -0.4% | +1.2% | +1.2% |
| 30D | -1.8% | -1.4% | -0.4% | -0.5% |
| 3M | +2.9% | +3.7% | -0.8% | -0.9% |
| 6M | +9.3% | +13.0% | -3.7% | -3.5% |
| YTD | +14.5% | +12.4% | +2.1% | +1.7% |
| 1Y | +21.7% | +18.5% | +3.2% | +2.6% |
| 3Y | +69.6% | +77.6% | -8.0% | -2.7% |
| 5Y | +33.7% | +81.7% | -48.0% | -25.9% |
| 10Y | +108.5% | +319.7% | -211.1% | -58.2% |
| All | +108.5% | +312.5% | -204.0% | -58.2% |
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 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