+88.1%
IDVO vs SPY
+77.0%
+11.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | 0.0% |
| 7D | -0.3% | -0.8% | +0.4% | +0.3% |
| 30D | +0.3% | -1.1% | +1.4% | +1.2% |
| 3M | +2.4% | +3.9% | -1.5% | -0.7% |
| 6M | +8.5% | +13.6% | -5.1% | -1.9% |
| YTD | +16.7% | +12.7% | +4.1% | +6.3% |
| 1Y | +23.6% | +17.5% | +6.1% | +9.1% |
| 3Y | +88.1% | +76.9% | +11.2% | +20.7% |
| All | +88.1% | +77.0% | +11.1% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling