-26.9%
IDX vs SPY
+81.0%
-107.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.1% |
| 7D | +1.5% | -0.4% | +1.9% | +1.7% |
| 30D | +5.2% | -1.4% | +6.6% | +5.9% |
| 3M | +16.7% | +3.7% | +13.0% | +14.5% |
| 6M | -17.6% | +13.0% | -30.6% | -22.5% |
| YTD | -27.7% | +12.4% | -40.1% | -31.9% |
| 1Y | -21.0% | +18.5% | -39.5% | -27.5% |
| 3Y | -26.4% | +77.6% | -104.0% | -44.9% |
| 5Y | -26.9% | +81.7% | -108.6% | -46.1% |
| All | -26.9% | +81.0% | -107.9% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling