+20.0%
INDL vs SPY
+307.0%
-287.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | +0.2% |
| 7D | +1.9% | +2.6% | -0.7% | -2.6% |
| 30D | +18.6% | -2.0% | +20.6% | +21.9% |
| 3M | +3.7% | -2.8% | +6.4% | +8.2% |
| 6M | +10.3% | +2.1% | +8.1% | +5.6% |
| YTD | -16.0% | +11.5% | -27.5% | -30.4% |
| 1Y | -17.1% | +13.5% | -30.5% | -33.4% |
| 3Y | +4.3% | +77.7% | -73.4% | -65.3% |
| 5Y | -22.1% | +72.6% | -94.7% | -73.4% |
| All | +20.0% | +307.0% | -287.0% | -92.9% |
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