-66.9%
INDL vs SPY
+761.1%
-828.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.2% | +2.9% |
| 7D | +13.5% | -2.7% | +16.2% | +19.4% |
| 30D | +20.7% | -5.4% | +26.1% | +34.3% |
| 3M | +1.2% | -4.1% | +5.3% | +9.5% |
| 6M | -0.7% | +0.7% | -1.4% | -3.2% |
| YTD | -17.6% | +8.7% | -26.2% | -31.0% |
| 1Y | -17.1% | +10.9% | -27.9% | -33.7% |
| 3Y | +3.5% | +75.0% | -71.5% | -72.0% |
| 5Y | -21.1% | +67.8% | -88.9% | -78.3% |
| 10Y | +1.1% | +312.9% | -311.8% | -96.6% |
| All | -66.9% | +761.1% | -828.0% | -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