-71.3%
INDO vs SPY
+163.5%
-234.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.0% | -3.6% |
| 7D | 0.0% | -0.8% | +0.8% | +0.4% |
| 30D | +4.8% | -1.1% | +5.8% | +5.3% |
| 3M | +13.3% | +3.9% | +9.4% | +10.4% |
| 6M | -35.6% | +13.6% | -49.2% | -41.2% |
| YTD | +4.8% | +12.7% | -7.9% | -4.0% |
| 1Y | +2.3% | +17.5% | -15.2% | -8.9% |
| 3Y | -22.3% | +76.9% | -99.2% | -54.4% |
| 5Y | -38.0% | +83.6% | -121.6% | -64.9% |
| All | -71.3% | +163.5% | -234.8% | -91.6% |
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