-97.6%
IDAI vs SPY
+104.8%
-202.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -4.4% | -11.7% | -9.4% |
| 7D | -23.8% | -4.7% | -19.1% | -17.2% |
| 30D | -34.1% | -5.9% | -28.2% | -27.1% |
| 3M | -27.8% | -4.5% | -23.3% | -22.1% |
| 6M | -14.8% | +1.8% | -16.6% | -15.2% |
| YTD | -44.2% | +8.3% | -52.6% | -49.2% |
| 1Y | -46.2% | +9.3% | -55.6% | -51.3% |
| 3Y | +56.8% | +74.9% | -18.0% | -17.1% |
| 5Y | -91.3% | +67.3% | -158.5% | -95.5% |
| All | -97.6% | +104.8% | -202.5% | -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 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