+60.5%
IDN vs SPY
+322.5%
-262.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.9% |
| 7D | -6.8% | -0.8% | -6.0% | -6.0% |
| 30D | -29.5% | -1.1% | -28.5% | -28.6% |
| 3M | -35.8% | +3.9% | -39.7% | -38.5% |
| 6M | -44.9% | +13.6% | -58.5% | -52.5% |
| YTD | -61.1% | +12.7% | -73.8% | -66.1% |
| 1Y | -52.6% | +17.5% | -70.1% | -60.8% |
| 3Y | +4.4% | +76.9% | -72.5% | -46.0% |
| 5Y | -69.6% | +83.6% | -153.1% | -84.8% |
| All | +60.5% | +322.5% | -262.0% | -60.9% |
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 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