-41.2%
IE vs SPY
+13.0%
-54.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.7% | -6.6% |
| 7D | -3.6% | -0.9% | -2.7% | -0.5% |
| 30D | -20.3% | -2.4% | -17.9% | -12.9% |
| 3M | -32.7% | -1.2% | -31.6% | -29.2% |
| 6M | -49.7% | +3.3% | -53.0% | -52.9% |
| YTD | -53.2% | +12.3% | -65.5% | -65.3% |
| 1Y | -41.2% | +12.4% | -53.7% | -56.1% |
| All | -41.2% | +13.0% | -54.2% | -56.1% |
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