+145.8%
IDV vs SPY
+612.4%
-466.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | -0.8% | +3.3% | -4.1% | -3.7% |
| 30D | +1.4% | -2.7% | +4.1% | +3.7% |
| 3M | -2.4% | -1.7% | -0.6% | -1.1% |
| 6M | -1.1% | +3.1% | -4.1% | -4.3% |
| YTD | +13.0% | +11.9% | +1.1% | +1.3% |
| 1Y | +17.3% | +12.0% | +5.3% | +5.1% |
| 3Y | +100.4% | +78.2% | +22.2% | +13.8% |
| 5Y | +86.4% | +73.2% | +13.2% | +6.5% |
| 10Y | +167.0% | +309.6% | -142.7% | -36.8% |
| All | +145.8% | +612.4% | -466.6% | -65.4% |
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