+138.9%
IDEV vs SPY
+281.8%
-142.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.1% |
| 7D | +1.3% | +0.5% | +0.7% | +0.8% |
| 30D | -0.5% | -0.9% | +0.5% | +0.3% |
| 3M | +6.3% | +3.9% | +2.4% | +3.1% |
| 6M | +10.9% | +14.5% | -3.6% | -0.3% |
| YTD | +14.3% | +12.9% | +1.4% | +3.9% |
| 1Y | +20.9% | +19.4% | +1.6% | +5.1% |
| 3Y | +71.7% | +78.5% | -6.8% | +6.9% |
| 5Y | +55.9% | +81.8% | -25.8% | -5.0% |
| All | +138.9% | +281.8% | -142.9% | -19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling