+0.9%
IE vs SPY
+106.1%
-105.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.5% |
| 7D | +8.0% | -0.4% | +8.4% | +8.5% |
| 30D | -0.9% | -1.4% | +0.5% | +1.4% |
| 3M | +1.1% | +3.7% | -2.6% | -3.8% |
| 6M | -17.9% | +13.0% | -30.9% | -30.3% |
| YTD | -31.8% | +12.4% | -44.2% | -41.3% |
| 1Y | +22.5% | +18.5% | +3.9% | -1.5% |
| 3Y | -31.5% | +77.6% | -109.1% | -66.6% |
| All | +0.9% | +106.1% | -105.2% | -64.5% |
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