+94.2%
INDY vs SPY
+315.0%
-220.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -0.9% |
| 7D | +6.5% | +0.1% | +6.5% | +6.4% |
| 30D | +13.5% | -3.3% | +16.8% | +15.8% |
| 3M | +3.9% | -2.4% | +6.3% | +5.4% |
| 6M | +5.5% | +2.6% | +2.9% | +3.4% |
| YTD | -6.5% | +11.2% | -17.7% | -13.0% |
| 1Y | -5.0% | +13.4% | -18.4% | -12.9% |
| 3Y | +12.4% | +79.9% | -67.5% | -26.3% |
| 5Y | +5.3% | +72.2% | -66.9% | -29.3% |
| 10Y | +94.2% | +307.3% | -213.2% | -38.1% |
| All | +94.2% | +315.0% | -220.8% | -38.1% |
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