+115.1%
IDX vs SPY
+1,153.6%
-1,038.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +5.4% | +0.1% | +5.4% | +5.4% |
| 3M | +13.4% | +2.0% | +11.4% | +11.2% |
| 6M | -20.1% | +13.0% | -33.1% | -28.8% |
| YTD | -28.3% | +13.5% | -41.8% | -36.5% |
| 1Y | -23.9% | +20.0% | -43.9% | -36.2% |
| 3Y | -28.3% | +77.2% | -105.5% | -59.8% |
| 5Y | -27.7% | +81.9% | -109.6% | -61.9% |
| 10Y | -35.5% | +314.1% | -349.5% | -86.8% |
| All | +115.1% | +1,153.6% | -1,038.5% | -87.2% |
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 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