+385.9%
IAI vs SPY
+730.7%
-344.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.7% |
| 7D | +3.0% | +2.6% | +0.4% | -0.3% |
| 30D | +4.7% | -2.0% | +6.7% | +7.3% |
| 3M | -4.4% | -2.8% | -1.6% | -1.0% |
| 6M | +3.1% | +2.1% | +1.0% | +0.1% |
| YTD | +3.1% | +11.5% | -8.4% | -10.3% |
| 1Y | +5.9% | +13.5% | -7.6% | -9.9% |
| 3Y | +103.8% | +77.7% | +26.1% | -2.4% |
| 5Y | +74.9% | +72.6% | +2.3% | -14.4% |
| 10Y | +365.3% | +308.2% | +57.1% | -30.6% |
| All | +385.9% | +730.7% | -344.8% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling