+588.2%
INOD vs SPY
+80.9%
+507.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -1.7% |
| 7D | +0.6% | -0.4% | +1.0% | +1.4% |
| 30D | -12.2% | -1.4% | -10.8% | -9.5% |
| 3M | -44.7% | +3.7% | -48.4% | -48.5% |
| 6M | +20.1% | +13.0% | +7.1% | -2.8% |
| YTD | +7.2% | +12.4% | -5.2% | -11.9% |
| 1Y | +1.9% | +18.5% | -16.6% | -23.1% |
| 3Y | +443.1% | +77.6% | +365.5% | +138.5% |
| All | +588.2% | +80.9% | +507.3% | +204.0% |
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