-69.6%
IDN vs SPY
+79.8%
-149.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.3% |
| 7D | -9.7% | -2.0% | -7.7% | -7.9% |
| 30D | -31.0% | -1.7% | -29.4% | -29.8% |
| 3M | -36.1% | +4.7% | -40.9% | -39.1% |
| 6M | -46.2% | +12.5% | -58.7% | -52.4% |
| YTD | -61.1% | +11.7% | -72.8% | -65.3% |
| 1Y | -51.9% | +17.5% | -69.4% | -59.6% |
| 3Y | +1.2% | +76.6% | -75.4% | -44.8% |
| 5Y | -69.6% | +82.0% | -151.6% | -82.7% |
| All | -69.6% | +79.8% | -149.3% | -82.7% |
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