-23.5%
IE vs SPY
+104.0%
-127.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.4% | +6.6% | +4.8% |
| 7D | +9.3% | +0.1% | +9.2% | +9.6% |
| 30D | -18.9% | -3.3% | -15.6% | -13.2% |
| 3M | -25.0% | -2.4% | -22.6% | -20.7% |
| 6M | -40.6% | +2.6% | -43.1% | -40.9% |
| YTD | -48.3% | +11.2% | -59.6% | -54.1% |
| 1Y | -33.1% | +13.4% | -46.5% | -41.7% |
| 3Y | -17.8% | +79.9% | -97.7% | -59.7% |
| All | -23.5% | +104.0% | -127.5% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling