+180.1%
IDOG vs SPY
+311.3%
-131.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.5% |
| 7D | +0.5% | +0.5% | -0.1% | +0.1% |
| 30D | +0.7% | -0.9% | +1.6% | +1.3% |
| 3M | +4.9% | +3.9% | +1.0% | +1.9% |
| 6M | +12.0% | +14.5% | -2.5% | +1.3% |
| YTD | +18.5% | +12.9% | +5.5% | +8.2% |
| 1Y | +29.1% | +19.4% | +9.7% | +13.0% |
| 3Y | +85.2% | +78.5% | +6.7% | +18.1% |
| 5Y | +98.5% | +81.8% | +16.8% | +23.3% |
| 10Y | +180.1% | +311.5% | -131.4% | -12.5% |
| All | +180.1% | +311.3% | -131.2% | -12.5% |
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