+48.5%
IDA vs SPY
+82.0%
-33.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -5.3% | +0.1% | -5.3% | -5.3% |
| 3M | -1.5% | +2.0% | -3.5% | -2.2% |
| 6M | -4.9% | +13.0% | -17.9% | -9.0% |
| YTD | +9.2% | +13.5% | -4.3% | +4.3% |
| 1Y | +11.2% | +20.0% | -8.8% | +4.0% |
| 3Y | +54.3% | +77.2% | -22.9% | +21.3% |
| All | +48.5% | +82.0% | -33.5% | +10.4% |
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