+1,518.5%
IDR vs SPY
+318.9%
+1,199.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | -2.6% | -2.0% | -0.6% | -1.8% |
| 30D | -11.8% | -1.7% | -10.2% | -11.2% |
| 3M | -3.7% | +4.7% | -8.4% | -5.1% |
| 6M | -21.4% | +12.5% | -33.9% | -24.0% |
| YTD | -24.1% | +11.7% | -35.8% | -26.3% |
| 1Y | +8.9% | +17.5% | -8.6% | +4.2% |
| 3Y | +499.8% | +76.6% | +423.2% | +419.9% |
| 5Y | +582.8% | +82.0% | +500.8% | +484.9% |
| All | +1,518.5% | +318.9% | +1,199.6% | +1,118.9% |
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 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