+66.4%
IDX vs SPY
+1,135.4%
-1,069.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.2% |
| 7D | +4.9% | +3.3% | +1.6% | +1.8% |
| 30D | -12.5% | -2.7% | -9.8% | -10.3% |
| 3M | -19.3% | -1.7% | -17.5% | -18.1% |
| 6M | -27.3% | +3.1% | -30.4% | -29.5% |
| YTD | -44.5% | +11.9% | -56.4% | -50.3% |
| 1Y | -43.9% | +12.0% | -55.9% | -49.8% |
| 3Y | -38.7% | +78.2% | -116.8% | -65.8% |
| 5Y | -48.2% | +73.2% | -121.4% | -71.2% |
| 10Y | -44.8% | +309.6% | -354.5% | -88.6% |
| All | +66.4% | +1,135.4% | -1,069.0% | -90.0% |
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