+66.5%
IDNA vs SPY
+193.3%
-126.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.2% |
| 7D | -4.0% | -0.4% | -3.6% | -3.7% |
| 30D | +9.5% | -1.4% | +10.8% | +10.9% |
| 3M | +32.7% | +3.7% | +29.0% | +28.3% |
| 6M | +28.2% | +13.0% | +15.2% | +14.6% |
| YTD | +48.0% | +12.4% | +35.6% | +32.9% |
| 1Y | +71.4% | +18.5% | +52.9% | +46.7% |
| 3Y | +80.0% | +77.6% | +2.4% | +5.6% |
| 5Y | -25.7% | +81.7% | -107.4% | -57.1% |
| All | +66.5% | +193.3% | -126.8% | -34.4% |
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