INDIANAPOLIS — The Indianapolis Colts were heavily favored entering Sunday's Week 3 home contest against the New York Jets, but those odds can mean little if you let the underdog get some early momentum and feel that all-important glimmer of hope.

So Xavier Rhodes just decided to set the tone on the Jets' very first drive.

The veteran cornerback stepped in front of wide receiver Lawrence Cager and intercepted quarterback Sam Darnold's second pass attempt of the day, sprinting 44 yards to the end zone for his second-career pick six.

Two minutes and 25 seconds into the ballgame, the Colts led 7-0 without their offense having even stepped onto the field.

The play by Rhodes would spark a theme throughout the afternoon for the Colts' defense, which by itself would outscore the Jets in Indy's 36-7 victory in front of an announced crowd of 7,480 at Lucas Oil Stadium.

The Colts on Sunday became the eighth team in NFL history — and the sixth since the 1970 NFL-AFL merger — to post two pick-sixes and force a safety in the same game; cornerback T.J. Carrie matched Rhodes by returning a Darnold interception 47 yards into the end zone at the end of the third quarter, while Justin Houston brought Darnold down in the end zone with 4:50 left in the fourth quarter.

"Defensively, it was quite an effort," Colts head coach Frank Reich told reporters after the game. "It was a unique game to get the pick-six (at the start). Offense, we really didn't even get on the field until the end of the first quarter so just a unique game in that regard. But defense coming up big and scoring 16 points, back-to-back safeties in two games. That's quite an accomplishment. Guys just making plays all over the field."

The Colts (2-1) were 11.5-point favorites over the struggling Jets (0-3) coming into Sunday's game, but Indy's Week 1 loss to the Jacksonville Jaguars, in which the Colts were seven-point favorites on the road but ended up losing, 27-20, was all the proof the team needed to realize just how little those projections actually matter.

Case in point: the Jets were able to rebound from the Rhodes pick-six on their opening drive to go 88 yards in 14 plays on their second drive, tying the game at 7 on a Darnold 16-yard touchdown pass to wide receiver Braxton Berrios with 5:12 left in the first quarter.

So the Colts struck right back on their first offensive drive of the ballgame, as Philip Rivers would connect with tight end Mo Alie-Cox for a one-yard touchdown throw — which represented the veteran quarterback’s 400th-career touchdown pass — to put Indy back on top, 14-7, a lead they wouldn't relinquish the rest of the way.

In fact, the Jets would barely sniff the red zone, let alone the end zone, over the next three quarters.

It certainly wasn't the most electric of performances by the Colts' offense, which converted just three of its 10 attempts on third down and saw four drives end in punts, but with the way the Indy defense was playing, it was more than enough.

The Colts on Sunday had 353 yards of total offense and zero turnovers, as Rivers completed 17-of-21 passes for 217 yards with one touchdown for a quarterback rating of 125.6.

Through three games, Rivers has completed 72-of-92 passes (78.3 percent) for 794 yards (8.6 yards per attempt) with three touchdowns and three interceptions.

"Philip played unreal football today," Reich said. "I really think he's played good football for three games beside one or two mistakes. But today he was near flawless today. We will see the film, but just so accurate with the football, so many good decisions."

But the star of the show on Sunday was the Colts' defense, which put in its second straight monster performance as a unit. Against New York on Sunday, Indy:

• Forced three interceptions (two interceptions returned for a touchdown). It is the third time in team history and the first time in Indianapolis history it has had at least two interceptions returned for touchdowns in a single game. The last time it happened was on Oct. 18, 1970. It was also the first time a Colts team has produced three interceptions in back-to-back games since Weeks 15 and 16 of the 1992 season.

• Held the Jets to seven points and scored 16 points as a unit (two interceptions returned for a touchdown and one safety). It's the first time the Colts have held an opposing team to 11 or fewer points in back-to-back games since Weeks 16 and 17 of the 2013 season.

• Recorded safeties in back-to-back games for the first since Weeks 10 and 11 of 1960.

The Jets, in all, had just 260 yards of total offense on Sunday and converted just 3-of-12 tries on third down. Linebacker Darius Leonard led the way with a game-high 11 tackles (one for a loss) and one pass defensed, while Houston and cornerback Kenny Moore II had the Colts' two sacks on the day.

"We can't turn the ball over. We have to figure out a way to stop those guys," Jets head coach Adam Gase said. "We put ourselves in, at least, position a few times, but a red area turnover and two pick sixes is not going to make it for us. We have to play a way better game than that. We let that one get so far away from us."

The Colts look to make it three in a row next Sunday, when they travel to take on the undefeated Chicago Bears (3-0), who were able rally from a 16-point deficit today to defeat the Atlanta Falcons, 30-26.