+136.4%
IDLV vs SPY
+649.9%
-513.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | -1.7% | -2.0% | +0.2% | -0.5% |
| 30D | -1.1% | -1.7% | +0.5% | -0.1% |
| 3M | +4.2% | +4.7% | -0.6% | +1.2% |
| 6M | +3.4% | +12.5% | -9.1% | -3.9% |
| YTD | +7.6% | +11.7% | -4.1% | +0.3% |
| 1Y | +9.9% | +17.5% | -7.6% | -0.7% |
| 3Y | +49.9% | +76.6% | -26.7% | +3.4% |
| 5Y | +35.1% | +82.0% | -47.0% | -9.9% |
| 10Y | +70.0% | +317.1% | -247.2% | -38.6% |
| All | +136.4% | +649.9% | -513.5% | -45.0% |
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 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