+3,106.9%
INOD vs SPY
+2,952.5%
+154.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.2% |
| 7D | +2.7% | +0.5% | +2.2% | +2.3% |
| 30D | -10.0% | -0.9% | -9.0% | -9.2% |
| 3M | -45.4% | +3.9% | -49.3% | -46.8% |
| 6M | +24.3% | +14.5% | +9.8% | +14.3% |
| YTD | +10.1% | +12.9% | -2.8% | +2.6% |
| 1Y | +17.6% | +19.4% | -1.8% | +6.1% |
| 3Y | +457.9% | +78.5% | +379.4% | +309.0% |
| 5Y | +598.0% | +81.8% | +516.3% | +417.9% |
| 10Y | +2,394.2% | +311.5% | +2,082.7% | +1,028.4% |
| All | +3,106.9% | +2,952.5% | +154.4% | +348.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling