+1,097.6%
IDR vs SPY
+307.0%
+790.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | -10.7% | +2.6% | -13.3% | -11.6% |
| 30D | -9.6% | -2.0% | -7.6% | -8.7% |
| 3M | -41.2% | -2.8% | -38.4% | -40.4% |
| 6M | -63.7% | +2.1% | -65.8% | -63.7% |
| YTD | -53.8% | +11.5% | -65.3% | -55.0% |
| 1Y | -42.1% | +13.5% | -55.6% | -43.9% |
| 3Y | +270.0% | +77.7% | +192.3% | +221.6% |
| 5Y | +189.0% | +72.6% | +116.4% | +151.0% |
| All | +1,097.6% | +307.0% | +790.5% | +1,026.8% |
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 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