+6.5%
INDL vs SPY
+304.1%
-297.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.7% |
| 7D | +12.4% | -0.6% | +13.0% | +13.1% |
| 30D | +25.1% | -3.7% | +28.8% | +32.6% |
| 3M | +4.2% | -2.7% | +7.0% | +8.7% |
| 6M | +3.5% | +2.2% | +1.3% | -1.0% |
| YTD | -15.0% | +10.8% | -25.8% | -28.8% |
| 1Y | -16.3% | +11.2% | -27.5% | -30.5% |
| 3Y | +5.4% | +76.5% | -71.1% | -64.6% |
| 5Y | -18.9% | +72.9% | -91.8% | -72.5% |
| 10Y | +6.5% | +304.8% | -298.4% | -94.1% |
| All | +6.5% | +304.1% | -297.6% | -94.1% |
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