+1,101.3%
IDR vs SPY
+859.8%
+241.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | -5.1% | +0.1% | -5.1% | -5.0% |
| 3M | -14.8% | +2.0% | -16.8% | -15.1% |
| 6M | -24.3% | +13.0% | -37.3% | -26.9% |
| YTD | -22.0% | +13.5% | -35.5% | -24.6% |
| 1Y | +11.5% | +20.0% | -8.5% | +5.8% |
| 3Y | +473.9% | +77.2% | +396.7% | +380.7% |
| 5Y | +491.2% | +81.9% | +409.3% | +387.4% |
| 10Y | +1,527.8% | +314.1% | +1,213.8% | +900.4% |
| All | +1,101.3% | +859.8% | +241.5% | +311.7% |
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