-67.7%
INDL vs SPY
+799.7%
-867.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.5% |
| 7D | +1.0% | +0.1% | +0.9% | +0.7% |
| 30D | -2.2% | +0.1% | -2.3% | -2.4% |
| 3M | +5.9% | +2.0% | +3.9% | +1.2% |
| 6M | -5.9% | +13.0% | -18.9% | -26.7% |
| YTD | -19.7% | +13.5% | -33.2% | -38.2% |
| 1Y | -17.1% | +20.0% | -37.1% | -43.6% |
| 3Y | -0.9% | +77.2% | -78.1% | -73.6% |
| 5Y | -22.8% | +81.9% | -104.7% | -82.2% |
| 10Y | -18.6% | +314.1% | -332.7% | -97.1% |
| All | -67.7% | +799.7% | -867.5% | -99.7% |
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