+157.1%
IDV vs SPY
+622.9%
-465.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +2.0% | +0.1% | +1.9% | +1.9% |
| 3M | +5.1% | +2.0% | +3.1% | +3.0% |
| 6M | +9.0% | +13.0% | -4.0% | -2.8% |
| YTD | +18.1% | +13.5% | +4.6% | +4.8% |
| 1Y | +31.8% | +20.0% | +11.8% | +11.0% |
| 3Y | +104.5% | +77.2% | +27.3% | +17.0% |
| 5Y | +89.6% | +81.9% | +7.7% | +3.5% |
| 10Y | +167.7% | +314.1% | -146.3% | -37.1% |
| All | +157.1% | +622.9% | -465.8% | -64.2% |
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