+57.0%
IDRV vs SPY
+193.2%
-136.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.6% |
| 7D | -3.2% | -0.8% | -2.4% | -2.3% |
| 30D | -3.9% | -1.1% | -2.9% | -2.8% |
| 3M | -11.8% | +3.9% | -15.6% | -15.3% |
| 6M | -6.5% | +13.6% | -20.1% | -18.4% |
| YTD | -5.1% | +12.7% | -17.7% | -16.4% |
| 1Y | +3.0% | +17.5% | -14.5% | -13.2% |
| 3Y | -1.9% | +76.9% | -78.8% | -47.8% |
| 5Y | -20.1% | +83.6% | -103.7% | -58.5% |
| All | +57.0% | +193.2% | -136.2% | -48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling