+199.1%
IDOG vs SPY
+483.6%
-284.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +0.7% | -0.6% | +1.3% | +1.1% |
| 30D | +2.5% | -3.7% | +6.2% | +5.3% |
| 3M | -1.1% | -2.7% | +1.7% | +0.9% |
| 6M | +3.5% | +2.2% | +1.3% | +1.4% |
| YTD | +15.8% | +10.8% | +5.0% | +6.5% |
| 1Y | +20.1% | +11.2% | +8.9% | +10.1% |
| 3Y | +82.8% | +76.5% | +6.3% | +14.2% |
| 5Y | +96.6% | +72.9% | +23.7% | +23.4% |
| 10Y | +187.2% | +304.8% | -117.6% | -18.7% |
| All | +199.1% | +483.6% | -284.5% | -39.8% |
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