-5.8%
IDEF vs SPY
+14.6%
-20.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.8% | -4.1% |
| 7D | -2.7% | -0.7% | -2.0% | -1.9% |
| 30D | -6.8% | -1.0% | -5.7% | -5.6% |
| 3M | -14.0% | -0.3% | -13.7% | -13.7% |
| 6M | -10.3% | +7.3% | -17.6% | -17.7% |
| YTD | -3.5% | +13.3% | -16.8% | -17.7% |
| 1Y | -5.8% | +14.8% | -20.6% | -20.8% |
| All | -5.8% | +14.6% | -20.5% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling