-96.5%
IDAI vs SPY
+114.7%
-211.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.5% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +7.0% | +0.1% | +6.9% | +6.7% |
| 3M | +36.9% | +2.0% | +34.9% | +34.3% |
| 6M | +17.9% | +13.0% | +4.9% | -0.3% |
| YTD | -17.4% | +13.5% | -30.9% | -30.4% |
| 1Y | +7.3% | +20.0% | -12.7% | -15.3% |
| 3Y | +116.8% | +77.2% | +39.6% | +10.0% |
| 5Y | -80.7% | +81.9% | -162.5% | -91.1% |
| All | -96.5% | +114.7% | -211.2% | -98.5% |
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