+560.5%
IDR vs SPY
+81.0%
+479.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | -1.3% | -0.4% | -0.9% | -1.1% |
| 30D | -11.3% | -1.4% | -9.9% | -10.5% |
| 3M | -2.4% | +3.7% | -6.1% | -4.2% |
| 6M | -16.6% | +13.0% | -29.6% | -21.2% |
| YTD | -22.0% | +12.4% | -34.4% | -26.0% |
| 1Y | +13.1% | +18.5% | -5.4% | +5.1% |
| 3Y | +516.5% | +77.6% | +438.8% | +398.1% |
| 5Y | +560.5% | +81.7% | +478.8% | +431.3% |
| All | +560.5% | +81.0% | +479.5% | +431.3% |
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