-52.2%
IDN vs SPY
+14.6%
-66.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.5% | -2.2% |
| 7D | -15.0% | -0.7% | -14.3% | -14.9% |
| 30D | -7.5% | -1.0% | -6.5% | -7.3% |
| 3M | -46.1% | -0.3% | -45.8% | -46.1% |
| 6M | -73.4% | +7.3% | -80.8% | -73.1% |
| YTD | -68.7% | +13.3% | -82.0% | -68.6% |
| 1Y | -52.2% | +14.8% | -67.0% | -48.9% |
| All | -52.2% | +14.6% | -66.8% | -48.9% |
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