+1,985.3%
IDA vs SPY
+2,954.7%
-969.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | +1.4% | -2.7% | +4.1% | +2.9% |
| 30D | +11.7% | -5.4% | +17.1% | +14.9% |
| 3M | +4.6% | -4.1% | +8.7% | +6.8% |
| 6M | +3.0% | +0.7% | +2.3% | +2.1% |
| YTD | +18.7% | +8.7% | +10.0% | +12.5% |
| 1Y | +17.4% | +10.9% | +6.5% | +10.0% |
| 3Y | +62.8% | +75.0% | -12.2% | +16.0% |
| 5Y | +61.5% | +67.8% | -6.3% | +16.2% |
| 10Y | +157.8% | +312.9% | -155.1% | +9.9% |
| All | +1,985.3% | +2,954.7% | -969.4% | +198.9% |
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