-40.9%
INDO vs SPY
+72.1%
-113.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.7% |
| 7D | -5.3% | +2.6% | -7.9% | -5.2% |
| 30D | -12.4% | -2.0% | -10.4% | -12.4% |
| 3M | -19.6% | -2.8% | -16.8% | -19.6% |
| 6M | -20.7% | +2.1% | -22.8% | -20.6% |
| YTD | -20.1% | +11.5% | -31.6% | -20.1% |
| 1Y | -14.3% | +13.5% | -27.7% | -14.5% |
| 3Y | -26.2% | +77.7% | -103.9% | -41.6% |
| All | -40.9% | +72.1% | -113.0% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling