+256.2%
IDYA vs SPY
+202.7%
+53.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +10.6% | +0.1% | +10.5% | +10.5% |
| 3M | +36.4% | +2.0% | +34.4% | +33.6% |
| 6M | +14.9% | +13.0% | +1.9% | +1.7% |
| YTD | +15.3% | +13.5% | +1.8% | +1.4% |
| 1Y | +54.3% | +20.0% | +34.4% | +28.7% |
| 3Y | +33.9% | +77.2% | -43.3% | -22.7% |
| 5Y | +60.7% | +81.9% | -21.2% | -9.0% |
| All | +256.2% | +202.7% | +53.5% | +44.7% |
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