+247.1%
IDYA vs SPY
+201.1%
+46.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.0% |
| 7D | -2.8% | +0.5% | -3.3% | -3.3% |
| 30D | +4.9% | -0.9% | +5.9% | +5.9% |
| 3M | +23.4% | +3.9% | +19.5% | +18.6% |
| 6M | +17.0% | +14.5% | +2.5% | +2.2% |
| YTD | +12.4% | +12.9% | -0.6% | -0.6% |
| 1Y | +66.1% | +19.4% | +46.7% | +39.2% |
| 3Y | +38.7% | +78.5% | -39.8% | -20.4% |
| 5Y | +43.9% | +81.8% | -37.8% | -18.4% |
| All | +247.1% | +201.1% | +46.0% | +41.8% |
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