+54.6%
IDAI vs SPY
+74.5%
-19.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -4.4% | -11.7% | -7.1% |
| 7D | -23.8% | -4.7% | -19.1% | -15.0% |
| 30D | -34.1% | -5.9% | -28.2% | -24.7% |
| 3M | -27.8% | -4.5% | -23.3% | -20.2% |
| 6M | -14.8% | +1.8% | -16.6% | -15.6% |
| YTD | -44.2% | +8.3% | -52.6% | -51.0% |
| 1Y | -46.2% | +9.3% | -55.6% | -53.2% |
| All | +54.6% | +74.5% | -19.9% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling