+228.1%
IDR vs SPY
+74.6%
+153.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.6% |
| 7D | +0.7% | -0.9% | +1.7% | +1.4% |
| 30D | -11.9% | -2.4% | -9.5% | -10.3% |
| 3M | -41.8% | -1.2% | -40.6% | -41.2% |
| 6M | -60.2% | +3.3% | -63.5% | -60.6% |
| YTD | -49.9% | +12.3% | -62.1% | -52.2% |
| 1Y | -36.8% | +12.4% | -49.3% | -39.7% |
| 3Y | +303.4% | +78.8% | +224.6% | +233.3% |
| 5Y | +228.1% | +75.2% | +152.9% | +178.0% |
| All | +228.1% | +74.6% | +153.5% | +178.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling