-43.0%
IDX vs SPY
+12.1%
-55.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.0% |
| 7D | +3.8% | +2.6% | +1.2% | +1.9% |
| 30D | -11.0% | -2.0% | -9.0% | -9.7% |
| 3M | -16.9% | -2.8% | -14.1% | -15.2% |
| 6M | -25.1% | +2.1% | -27.3% | -26.1% |
| YTD | -44.1% | +11.5% | -55.6% | -48.8% |
| 1Y | -43.0% | +13.5% | -56.5% | -48.2% |
| All | -43.0% | +12.1% | -55.0% | -48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling