+200.0%
IDE vs SPY
+801.2%
-601.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.4% | +0.6% | -0.1% |
| 7D | -3.9% | -4.7% | +0.8% | 0.0% |
| 30D | -5.2% | -5.9% | +0.8% | -0.2% |
| 3M | -10.5% | -4.5% | -6.0% | -7.0% |
| 6M | -11.2% | +1.8% | -13.0% | -12.7% |
| YTD | +0.2% | +8.3% | -8.1% | -6.4% |
| 1Y | +5.4% | +9.3% | -3.9% | -2.4% |
| 3Y | +67.4% | +74.9% | -7.5% | +2.1% |
| 5Y | +54.4% | +67.3% | -12.8% | -3.2% |
| 10Y | +148.3% | +311.6% | -163.2% | -33.3% |
| All | +200.0% | +801.2% | -601.2% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling