-71.4%
INDO vs SPY
+164.1%
-235.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | +1.3% | +0.5% | +0.8% | +1.0% |
| 30D | +9.3% | -0.9% | +10.2% | +9.8% |
| 3M | +15.5% | +3.9% | +11.6% | +12.4% |
| 6M | -45.8% | +14.5% | -60.4% | -50.8% |
| YTD | +4.4% | +12.9% | -8.5% | -4.4% |
| 1Y | +7.0% | +19.4% | -12.4% | -5.6% |
| 3Y | -19.3% | +78.5% | -97.7% | -52.9% |
| 5Y | -37.2% | +81.8% | -118.9% | -63.9% |
| All | -71.4% | +164.1% | -235.5% | -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 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