+2,296.8%
INOD vs SPY
+322.5%
+1,974.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.8% |
| 7D | -4.4% | -0.8% | -3.6% | -3.5% |
| 30D | -13.4% | -1.1% | -12.4% | -12.2% |
| 3M | -49.5% | +3.9% | -53.4% | -51.5% |
| 6M | +18.6% | +13.6% | +5.0% | +5.0% |
| YTD | +4.4% | +12.7% | -8.2% | -6.4% |
| 1Y | -12.7% | +17.5% | -30.2% | -24.4% |
| 3Y | +475.2% | +76.9% | +398.3% | +273.7% |
| 5Y | +570.2% | +83.6% | +486.6% | +329.7% |
| All | +2,296.8% | +322.5% | +1,974.4% | +1,118.4% |
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