-38.4%
IE vs SPY
+14.6%
-53.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -4.8% |
| 7D | -12.1% | -0.7% | -11.4% | -9.7% |
| 30D | -24.9% | -1.0% | -23.8% | -21.5% |
| 3M | -26.2% | -0.3% | -25.8% | -24.4% |
| 6M | -37.4% | +7.3% | -44.7% | -48.0% |
| YTD | -51.4% | +13.3% | -64.8% | -65.1% |
| 1Y | -38.4% | +14.8% | -53.2% | -57.2% |
| All | -38.4% | +14.6% | -53.0% | -57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling