+1,994.1%
IDA vs SPY
+2,945.2%
-951.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +2.8% |
| 7D | +3.1% | -4.7% | +7.8% | +5.7% |
| 30D | +11.6% | -5.9% | +17.5% | +15.2% |
| 3M | +3.4% | -4.5% | +7.9% | +5.8% |
| 6M | +2.7% | +1.8% | +0.9% | +1.2% |
| YTD | +19.2% | +8.3% | +10.9% | +13.2% |
| 1Y | +17.4% | +9.3% | +8.1% | +10.9% |
| 3Y | +59.4% | +74.9% | -15.4% | +13.6% |
| 5Y | +62.1% | +67.3% | -5.1% | +16.8% |
| 10Y | +158.9% | +311.6% | -152.7% | +10.6% |
| All | +1,994.1% | +2,945.2% | -951.1% | +200.7% |
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 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