-30.6%
IE vs SPY
+78.7%
-109.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.5% | +11.1% | +11.6% |
| 7D | +10.1% | +0.5% | +9.5% | +8.6% |
| 30D | +0.2% | -0.9% | +1.1% | +2.0% |
| 3M | -2.1% | +3.9% | -6.0% | -8.1% |
| 6M | -15.9% | +14.5% | -30.4% | -32.2% |
| YTD | -30.9% | +12.9% | -43.8% | -42.6% |
| 1Y | +24.5% | +19.4% | +5.1% | -4.5% |
| 3Y | -30.6% | +78.5% | -109.1% | -70.8% |
| All | -30.6% | +78.7% | -109.3% | -70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling