+205.7%
IDOG vs SPY
+497.9%
-292.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +1.6% | +0.1% | +1.5% | +1.5% |
| 3M | +2.9% | +2.0% | +0.9% | +1.2% |
| 6M | +10.3% | +13.0% | -2.7% | +0.1% |
| YTD | +18.3% | +13.5% | +4.8% | +7.0% |
| 1Y | +30.3% | +20.0% | +10.3% | +12.7% |
| 3Y | +82.2% | +77.2% | +5.0% | +13.8% |
| 5Y | +95.6% | +81.9% | +13.8% | +17.9% |
| 10Y | +181.9% | +314.1% | -132.1% | -21.4% |
| All | +205.7% | +497.9% | -292.2% | -39.5% |
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 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