+55.2%
IDE vs SPY
+67.4%
-12.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | -0.5% | -2.7% | +2.2% | +1.3% |
| 30D | -3.2% | -5.4% | +2.2% | +0.5% |
| 3M | -8.8% | -4.1% | -4.7% | -6.2% |
| 6M | -10.5% | +0.7% | -11.2% | -11.0% |
| YTD | +1.7% | +8.7% | -6.9% | -3.8% |
| 1Y | +7.3% | +10.9% | -3.6% | +0.1% |
| 3Y | +71.2% | +75.0% | -3.8% | +16.1% |
| All | +55.2% | +67.4% | -12.2% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling