+136.1%
IDE vs SPY
+304.1%
-168.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | 0.0% |
| 7D | +1.0% | -0.6% | +1.6% | +1.5% |
| 30D | -1.6% | -3.7% | +2.1% | +1.4% |
| 3M | -6.6% | -2.7% | -3.8% | -4.5% |
| 6M | -8.3% | +2.2% | -10.4% | -9.9% |
| YTD | +5.1% | +10.8% | -5.7% | -3.3% |
| 1Y | +12.7% | +11.2% | +1.5% | +3.4% |
| 3Y | +76.1% | +76.5% | -0.4% | +9.5% |
| 5Y | +60.7% | +72.9% | -12.2% | +0.8% |
| 10Y | +136.1% | +304.8% | -168.7% | -31.5% |
| All | +136.1% | +304.1% | -168.0% | -31.5% |
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 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