-42.1%
IDR vs SPY
+12.1%
-54.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -0.8% |
| 7D | -10.7% | +2.6% | -13.3% | -16.7% |
| 30D | -9.6% | -2.0% | -7.6% | -4.6% |
| 3M | -41.2% | -2.8% | -38.4% | -36.2% |
| 6M | -63.7% | +2.1% | -65.8% | -65.6% |
| YTD | -53.8% | +11.5% | -65.3% | -65.8% |
| 1Y | -42.1% | +13.5% | -55.6% | -59.1% |
| All | -42.1% | +12.1% | -54.2% | -59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling