+67.2%
IDAI vs SPY
+78.0%
-10.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.0% | -3.5% |
| 7D | -11.2% | +0.1% | -11.3% | -10.5% |
| 30D | -32.2% | -3.3% | -28.9% | -26.8% |
| 3M | -29.1% | -2.4% | -26.7% | -25.2% |
| 6M | -4.2% | +2.6% | -6.7% | -6.6% |
| YTD | -41.4% | +11.2% | -52.7% | -51.2% |
| 1Y | -45.1% | +13.4% | -58.5% | -55.6% |
| 3Y | +67.2% | +79.9% | -12.7% | -20.2% |
| All | +67.2% | +78.0% | -10.9% | -20.2% |
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