+29.1%
IDEF vs SPY
+32.7%
-3.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -6.5% | +0.1% | -6.6% | -6.6% |
| 3M | -1.5% | +2.0% | -3.5% | -3.7% |
| 6M | -11.4% | +13.0% | -24.4% | -23.0% |
| YTD | +4.9% | +13.5% | -8.7% | -9.3% |
| 1Y | +11.2% | +20.0% | -8.8% | -8.1% |
| All | +29.1% | +32.7% | -3.7% | -1.3% |
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