-97.8%
IDN vs SPY
+749.6%
-847.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -0.4% | -16.6% | -16.7% |
| 7D | -8.8% | +2.6% | -11.4% | -10.3% |
| 30D | -17.0% | -2.0% | -15.0% | -15.8% |
| 3M | -50.4% | -2.8% | -47.6% | -49.3% |
| 6M | -58.2% | +2.1% | -60.3% | -58.8% |
| YTD | -72.2% | +11.5% | -83.6% | -74.2% |
| 1Y | -69.9% | +13.5% | -83.4% | -72.5% |
| 3Y | +11.4% | +77.7% | -66.3% | -24.8% |
| 5Y | -70.6% | +72.6% | -143.2% | -79.5% |
| 10Y | -16.2% | +308.2% | -324.4% | -63.2% |
| All | -97.8% | +749.6% | -847.3% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling