+33.9%
IDUB vs SPY
+86.3%
-52.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.4% |
| 7D | -0.3% | -0.9% | +0.6% | +0.3% |
| 30D | -1.3% | -2.4% | +1.1% | +0.3% |
| 3M | -3.5% | -1.2% | -2.3% | -2.7% |
| 6M | -0.2% | +3.3% | -3.5% | -2.1% |
| YTD | +14.5% | +12.3% | +2.2% | +7.0% |
| 1Y | +16.7% | +12.4% | +4.3% | +8.9% |
| 3Y | +65.8% | +78.8% | -13.0% | +18.0% |
| 5Y | +32.9% | +75.2% | -42.2% | -4.7% |
| All | +33.9% | +86.3% | -52.4% | -6.9% |
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