-34.1%
IDX vs SPY
+318.9%
-353.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.4% |
| 7D | -1.9% | -2.0% | +0.1% | -0.4% |
| 30D | +5.4% | -1.7% | +7.0% | +6.7% |
| 3M | +11.1% | +4.7% | +6.4% | +7.2% |
| 6M | -18.7% | +12.5% | -31.2% | -25.7% |
| YTD | -29.0% | +11.7% | -40.7% | -34.9% |
| 1Y | -23.0% | +17.5% | -40.5% | -32.2% |
| 3Y | -27.7% | +76.6% | -104.3% | -54.6% |
| 5Y | -28.5% | +82.0% | -110.5% | -57.2% |
| All | -34.1% | +318.9% | -353.0% | -82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling