+11.4%
IDN vs SPY
+78.1%
-66.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -0.4% | -16.6% | -16.6% |
| 7D | -8.8% | +2.6% | -11.4% | -10.7% |
| 30D | -17.0% | -2.0% | -15.0% | -15.5% |
| 3M | -50.4% | -2.8% | -47.6% | -49.1% |
| 6M | -58.2% | +2.1% | -60.3% | -58.9% |
| YTD | -72.2% | +11.5% | -83.6% | -74.8% |
| 1Y | -69.9% | +13.5% | -83.4% | -73.2% |
| 3Y | +11.4% | +77.7% | -66.3% | -30.3% |
| All | +11.4% | +78.1% | -66.7% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling