-37.5%
IE vs SPY
+104.4%
-141.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.2% |
| 7D | -10.9% | +2.6% | -13.5% | -14.6% |
| 30D | -17.6% | -2.0% | -15.6% | -13.9% |
| 3M | -35.2% | -2.8% | -32.4% | -30.9% |
| 6M | -54.8% | +2.1% | -57.0% | -54.8% |
| YTD | -57.8% | +11.5% | -69.2% | -62.6% |
| 1Y | -47.9% | +13.5% | -61.4% | -54.7% |
| 3Y | -31.1% | +77.7% | -108.8% | -65.8% |
| All | -37.5% | +104.4% | -141.9% | -77.3% |
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