+199.7%
IDOG vs SPY
+485.8%
-286.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | -0.3% |
| 7D | +0.7% | +0.1% | +0.7% | +0.6% |
| 30D | +2.7% | -3.3% | +6.0% | +5.2% |
| 3M | -1.4% | -2.4% | +1.0% | +0.2% |
| 6M | +3.7% | +2.6% | +1.1% | +1.3% |
| YTD | +16.0% | +11.2% | +4.8% | +6.4% |
| 1Y | +21.7% | +13.4% | +8.3% | +9.9% |
| 3Y | +84.4% | +79.9% | +4.5% | +13.4% |
| 5Y | +95.7% | +72.2% | +23.5% | +23.3% |
| 10Y | +185.2% | +307.3% | -122.1% | -19.7% |
| All | +199.7% | +485.8% | -286.1% | -39.9% |
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