+90.6%
INDY vs SPY
+312.9%
-222.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.2% |
| 7D | +7.4% | -2.7% | +10.1% | +9.3% |
| 30D | +12.8% | -5.4% | +18.2% | +16.8% |
| 3M | +3.6% | -4.1% | +7.7% | +6.3% |
| 6M | +3.8% | +0.7% | +3.1% | +3.1% |
| YTD | -7.1% | +8.7% | -15.8% | -12.3% |
| 1Y | -5.6% | +10.9% | -16.5% | -12.1% |
| 3Y | +11.2% | +75.0% | -63.8% | -25.6% |
| 5Y | +4.7% | +67.8% | -63.0% | -28.5% |
| All | +90.6% | +312.9% | -222.3% | -38.9% |
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