+118.3%
IDVO vs SPY
+105.5%
+12.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +1.2% | +0.1% | +1.2% | +1.2% |
| 3M | +1.9% | +2.0% | -0.1% | +0.3% |
| 6M | +7.0% | +13.0% | -6.0% | -2.6% |
| YTD | +17.2% | +13.5% | +3.6% | +6.3% |
| 1Y | +28.3% | +20.0% | +8.3% | +11.8% |
| 3Y | +86.6% | +77.2% | +9.5% | +21.1% |
| All | +118.3% | +105.5% | +12.8% | +28.9% |
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