+64.2%
IDNA vs SPY
+194.1%
-129.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.3% |
| 7D | -4.3% | -0.8% | -3.5% | -3.6% |
| 30D | +7.5% | -1.1% | +8.5% | +8.6% |
| 3M | +29.5% | +3.9% | +25.6% | +24.9% |
| 6M | +27.6% | +13.6% | +14.0% | +13.5% |
| YTD | +45.9% | +12.7% | +33.3% | +30.8% |
| 1Y | +65.8% | +17.5% | +48.3% | +43.0% |
| 3Y | +76.0% | +76.9% | -0.9% | +3.7% |
| 5Y | -27.2% | +83.6% | -110.7% | -58.3% |
| All | +64.2% | +194.1% | -129.9% | -35.5% |
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