+186.2%
IDYA vs SPY
+196.6%
-10.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.2% | +0.2% |
| 7D | +1.2% | +0.1% | +1.2% | +1.2% |
| 30D | -11.3% | -3.3% | -8.0% | -8.2% |
| 3M | -13.5% | -2.4% | -11.1% | -11.3% |
| 6M | +13.1% | +2.6% | +10.5% | +10.3% |
| YTD | -7.3% | +11.2% | -18.6% | -16.7% |
| 1Y | +5.9% | +13.4% | -7.5% | -6.7% |
| 3Y | +9.0% | +79.9% | -70.9% | -37.9% |
| 5Y | +38.7% | +72.2% | -33.5% | -17.1% |
| All | +186.2% | +196.6% | -10.3% | +18.8% |
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