-97.6%
IDAI vs SPY
+109.6%
-207.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.2% |
| 7D | -12.5% | -0.6% | -11.9% | -10.9% |
| 30D | -33.4% | -3.7% | -29.8% | -29.0% |
| 3M | -28.8% | -2.7% | -26.0% | -25.4% |
| 6M | -5.9% | +2.2% | -8.0% | -6.8% |
| YTD | -42.5% | +10.8% | -53.3% | -49.4% |
| 1Y | -50.5% | +11.2% | -61.8% | -56.5% |
| 3Y | +58.5% | +76.5% | -18.0% | -18.0% |
| 5Y | -90.1% | +72.9% | -163.1% | -95.1% |
| All | -97.6% | +109.6% | -207.1% | -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