+54.4%
IDE vs SPY
+67.0%
-12.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.4% | +0.6% | -0.8% |
| 7D | -3.9% | -4.7% | +0.8% | -0.7% |
| 30D | -5.2% | -5.9% | +0.8% | -1.2% |
| 3M | -10.5% | -4.5% | -6.0% | -7.7% |
| 6M | -11.2% | +1.8% | -13.0% | -12.3% |
| YTD | +0.2% | +8.3% | -8.1% | -5.0% |
| 1Y | +5.4% | +9.3% | -3.9% | -0.8% |
| 3Y | +67.4% | +74.9% | -7.5% | +13.6% |
| 5Y | +54.4% | +67.3% | -12.8% | +7.8% |
| All | +54.4% | +67.0% | -12.6% | +7.8% |
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