-69.2%
IDN vs SPY
+72.1%
-141.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -0.4% | -16.6% | -16.6% |
| 7D | -8.8% | +2.6% | -11.4% | -11.0% |
| 30D | -17.0% | -2.0% | -15.0% | -15.3% |
| 3M | -50.4% | -2.8% | -47.6% | -48.9% |
| 6M | -58.2% | +2.1% | -60.3% | -59.0% |
| YTD | -72.2% | +11.5% | -83.6% | -75.1% |
| 1Y | -69.9% | +13.5% | -83.4% | -73.7% |
| 3Y | +11.4% | +77.7% | -66.3% | -39.6% |
| All | -69.2% | +72.1% | -141.3% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling