-45.0%
IDN vs SPY
+21.3%
-66.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.0% | +6.4% | +7.1% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | -25.8% | +0.2% | -26.0% | -25.8% |
| 3M | -31.1% | +2.8% | -33.9% | -31.3% |
| 6M | -41.5% | +14.3% | -55.7% | -43.9% |
| YTD | -56.9% | +14.0% | -70.9% | -58.4% |
| All | -45.0% | +21.3% | -66.3% | -53.0% |
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 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