+37.7%
IDUB vs SPY
+85.3%
-47.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -1.8% | -2.0% | +0.2% | -0.5% |
| 30D | -0.7% | -1.7% | +0.9% | +0.3% |
| 3M | +5.8% | +4.7% | +1.1% | +2.8% |
| 6M | +12.3% | +12.5% | -0.2% | +4.7% |
| YTD | +17.8% | +11.7% | +6.1% | +10.3% |
| 1Y | +25.4% | +17.5% | +7.9% | +14.1% |
| 3Y | +67.6% | +76.6% | -9.0% | +20.0% |
| 5Y | +35.5% | +82.0% | -46.6% | -5.0% |
| All | +37.7% | +85.3% | -47.6% | -4.0% |
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 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