+138.7%
IDE vs SPY
+311.8%
-173.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | -0.1% | +0.2% |
| 7D | +1.3% | -0.9% | +2.2% | +2.1% |
| 30D | -0.4% | -2.4% | +2.0% | +1.5% |
| 3M | -5.8% | -1.2% | -4.7% | -5.0% |
| 6M | -7.1% | +3.3% | -10.4% | -9.6% |
| YTD | +6.4% | +12.3% | -5.9% | -3.1% |
| 1Y | +13.0% | +12.4% | +0.5% | +2.8% |
| 3Y | +78.3% | +78.8% | -0.5% | +9.8% |
| 5Y | +61.8% | +75.2% | -13.4% | +0.5% |
| 10Y | +138.7% | +311.1% | -172.4% | -32.0% |
| All | +138.7% | +311.8% | -173.0% | -32.0% |
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