+5,070.4%
INDB vs SPY
+3,056.6%
+2,013.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -1.5% |
| 7D | -2.1% | -0.9% | -1.2% | -1.4% |
| 30D | +9.7% | -2.4% | +12.0% | +11.9% |
| 3M | +0.6% | -1.2% | +1.7% | +1.4% |
| 6M | +12.0% | +3.3% | +8.7% | +7.9% |
| YTD | +18.6% | +12.3% | +6.3% | +5.3% |
| 1Y | +24.6% | +12.4% | +12.1% | +10.5% |
| 3Y | +82.1% | +78.8% | +3.3% | +4.4% |
| 5Y | +11.8% | +75.2% | -63.4% | -35.8% |
| 10Y | +80.1% | +311.1% | -231.0% | -53.7% |
| All | +5,070.4% | +3,056.6% | +2,013.8% | +278.2% |
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