+672.0%
IDR vs SPY
+849.2%
-177.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.2% |
| 7D | +0.7% | -0.9% | +1.7% | +1.1% |
| 30D | -11.9% | -2.4% | -9.5% | -11.0% |
| 3M | -41.8% | -1.2% | -40.6% | -41.4% |
| 6M | -60.2% | +3.3% | -63.5% | -60.4% |
| YTD | -49.9% | +12.3% | -62.1% | -51.3% |
| 1Y | -36.8% | +12.4% | -49.3% | -38.6% |
| 3Y | +303.4% | +78.8% | +224.6% | +238.0% |
| 5Y | +228.1% | +75.2% | +152.9% | +174.2% |
| 10Y | +1,177.5% | +311.1% | +866.4% | +688.5% |
| All | +672.0% | +849.2% | -177.3% | +166.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling