+104.4%
INDY vs SPY
+307.0%
-202.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +0.2% | +2.6% | -2.4% | -1.5% |
| 30D | +10.9% | -2.0% | +12.9% | +12.2% |
| 3M | +4.6% | -2.8% | +7.4% | +6.4% |
| 6M | +8.7% | +2.1% | +6.6% | +6.9% |
| YTD | -6.9% | +11.5% | -18.4% | -13.6% |
| 1Y | -6.2% | +13.5% | -19.7% | -14.0% |
| 3Y | +11.2% | +77.7% | -66.5% | -26.3% |
| 5Y | +4.2% | +72.6% | -68.4% | -30.2% |
| All | +104.4% | +307.0% | -202.6% | -33.2% |
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