+64.0%
INDV vs SPY
+312.5%
-248.5%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | -9.6% | -1.4% | -8.2% | -9.4% |
| 3M | -9.1% | +3.7% | -12.8% | -9.8% |
| 6M | +6.7% | +13.0% | -6.3% | +4.3% |
| YTD | -3.1% | +12.4% | -15.5% | -5.1% |
| 1Y | +41.0% | +18.5% | +22.5% | +36.8% |
| 3Y | +54.9% | +77.6% | -22.7% | +44.9% |
| 5Y | +146.2% | +81.7% | +64.5% | +134.0% |
| 10Y | +64.0% | +319.7% | -255.6% | +12.0% |
| All | +64.0% | +312.5% | -248.5% | +12.0% |
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