+149.4%
IDE vs SPY
+312.9%
-163.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.2% |
| 7D | -0.5% | -2.7% | +2.2% | +1.7% |
| 30D | -3.2% | -5.4% | +2.2% | +1.1% |
| 3M | -8.0% | -4.1% | -3.9% | -4.9% |
| 6M | -9.8% | +0.7% | -10.5% | -10.4% |
| YTD | +2.6% | +8.7% | -6.1% | -4.1% |
| 1Y | +8.2% | +10.9% | -2.7% | -0.6% |
| 3Y | +72.6% | +75.0% | -2.4% | +7.9% |
| 5Y | +58.0% | +67.8% | -9.8% | +1.5% |
| All | +149.4% | +312.9% | -163.5% | -33.1% |
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