-30.7%
IE vs SPY
+105.9%
-136.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.7% | -4.6% |
| 7D | -3.6% | -0.9% | -2.7% | -1.6% |
| 30D | -20.3% | -2.4% | -17.9% | -16.1% |
| 3M | -32.7% | -1.2% | -31.6% | -30.4% |
| 6M | -49.7% | +3.3% | -53.0% | -50.7% |
| YTD | -53.2% | +12.3% | -65.5% | -59.1% |
| 1Y | -41.2% | +12.4% | -53.7% | -48.4% |
| 3Y | -24.6% | +78.8% | -103.4% | -63.0% |
| All | -30.7% | +105.9% | -136.7% | -75.2% |
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 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