+129.8%
INDY vs SPY
+806.1%
-676.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +3.6% |
| 7D | +6.3% | -4.7% | +11.0% | +10.4% |
| 30D | +8.8% | -5.9% | +14.7% | +14.1% |
| 3M | +0.7% | -4.5% | +5.3% | +4.4% |
| 6M | +3.1% | +1.8% | +1.3% | +1.2% |
| YTD | -9.3% | +8.3% | -17.6% | -15.4% |
| 1Y | -8.8% | +9.3% | -18.2% | -15.7% |
| 3Y | +8.5% | +74.9% | -66.3% | -34.5% |
| 5Y | +2.2% | +67.3% | -65.0% | -37.0% |
| 10Y | +90.3% | +311.6% | -221.2% | -55.1% |
| All | +129.8% | +806.1% | -676.3% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling