+111.5%
IAE vs SPY
+313.5%
-202.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.0% |
| 7D | -2.2% | -1.5% | -0.8% | -1.4% |
| 30D | +42.5% | +76.7% | -34.2% | -3.5% |
| 3M | +42.5% | +76.7% | -34.2% | -3.5% |
| 6M | +42.5% | +76.7% | -34.2% | -3.5% |
| YTD | +42.5% | +76.7% | -34.2% | -3.5% |
| 1Y | +42.5% | +76.7% | -34.2% | -3.5% |
| 3Y | +42.5% | +76.7% | -34.2% | -3.5% |
| 5Y | +39.7% | +81.9% | -42.1% | -7.2% |
| All | +111.5% | +313.5% | -202.0% | -6.7% |
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