+66.2%
IDA vs SPY
+74.6%
-8.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.4% |
| 7D | +0.2% | -0.9% | +1.1% | +0.4% |
| 30D | +8.3% | -2.4% | +10.7% | +9.1% |
| 3M | +5.4% | -1.2% | +6.6% | +5.7% |
| 6M | +2.2% | +3.3% | -1.1% | +0.8% |
| YTD | +18.9% | +12.3% | +6.7% | +13.7% |
| 1Y | +17.0% | +12.4% | +4.5% | +11.8% |
| 3Y | +70.1% | +78.8% | -8.7% | +32.3% |
| 5Y | +66.2% | +75.2% | -9.0% | +25.0% |
| All | +66.2% | +74.6% | -8.4% | +25.0% |
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