+13.2%
IDEF vs SPY
+27.0%
-13.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.6% |
| 7D | -5.9% | -2.7% | -3.2% | -3.0% |
| 30D | -8.7% | -5.4% | -3.3% | -2.8% |
| 3M | -18.0% | -4.1% | -13.9% | -14.0% |
| 6M | -16.5% | +0.7% | -17.2% | -17.1% |
| YTD | -8.0% | +8.7% | -16.7% | -16.4% |
| 1Y | -7.6% | +10.9% | -18.5% | -17.6% |
| All | +13.2% | +27.0% | -13.8% | -9.0% |
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 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