-25.7%
IDNA vs SPY
+82.3%
-108.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.4% |
| 7D | -4.3% | -0.8% | -3.5% | -3.5% |
| 30D | +7.5% | -1.1% | +8.5% | +8.7% |
| 3M | +29.5% | +3.9% | +25.6% | +24.4% |
| 6M | +27.6% | +13.6% | +14.0% | +11.9% |
| YTD | +45.9% | +12.7% | +33.3% | +29.0% |
| 1Y | +65.8% | +17.5% | +48.3% | +40.4% |
| 3Y | +76.0% | +76.9% | -0.9% | -5.0% |
| All | -25.7% | +82.3% | -108.0% | -61.7% |
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