-97.5%
IDAI vs SPY
+105.5%
-203.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.2% |
| 7D | -19.9% | -2.7% | -17.2% | -15.6% |
| 30D | -34.5% | -5.4% | -29.1% | -28.1% |
| 3M | -27.8% | -4.1% | -23.7% | -22.6% |
| 6M | -9.6% | +0.7% | -10.3% | -8.5% |
| YTD | -42.2% | +8.7% | -50.9% | -47.5% |
| 1Y | -42.1% | +10.9% | -52.9% | -48.6% |
| 3Y | +60.3% | +75.0% | -14.7% | -15.4% |
| 5Y | -90.9% | +67.8% | -158.7% | -95.3% |
| All | -97.5% | +105.5% | -203.0% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling