+5.0%
INDY vs SPY
+72.7%
-67.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +3.0% | +3.3% | -0.2% | +1.4% |
| 30D | +10.6% | -2.7% | +13.3% | +12.0% |
| 3M | +5.1% | -1.7% | +6.8% | +5.8% |
| 6M | +9.8% | +3.1% | +6.7% | +7.9% |
| YTD | -6.5% | +11.9% | -18.4% | -11.8% |
| 1Y | -6.6% | +12.0% | -18.6% | -11.9% |
| 3Y | +11.5% | +78.2% | -66.7% | -18.1% |
| All | +5.0% | +72.7% | -67.7% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling