+16.1%
IDYN vs SPY
+17.1%
-1.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.9% |
| 7D | -1.8% | -2.7% | +0.9% | +0.8% |
| 30D | -3.2% | -5.4% | +2.2% | +2.2% |
| 3M | -5.3% | -4.1% | -1.2% | -1.4% |
| 6M | -5.2% | +0.7% | -5.9% | -6.3% |
| YTD | +4.7% | +8.7% | -4.0% | -4.8% |
| 1Y | +9.3% | +10.9% | -1.6% | -2.3% |
| All | +16.1% | +17.1% | -1.1% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling