+236.7%
IDE vs SPY
+844.5%
-607.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +0.5% | +0.1% | +0.4% | +0.4% |
| 3M | -4.5% | +2.0% | -6.5% | -6.1% |
| 6M | -2.4% | +13.0% | -15.4% | -12.0% |
| YTD | +12.5% | +13.5% | -1.0% | +1.0% |
| 1Y | +15.6% | +20.0% | -4.3% | -1.1% |
| 3Y | +80.0% | +77.2% | +2.8% | +8.7% |
| 5Y | +63.2% | +81.9% | -18.6% | -5.0% |
| 10Y | +165.7% | +314.1% | -148.3% | -28.7% |
| All | +236.7% | +844.5% | -607.9% | -55.8% |
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 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