-7.5%
IE vs SPY
+108.2%
-115.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.3% |
| 7D | -10.7% | +0.1% | -10.8% | -10.9% |
| 30D | -6.2% | +0.1% | -6.2% | -6.2% |
| 3M | -25.8% | +2.0% | -27.8% | -27.0% |
| 6M | -36.2% | +13.0% | -49.2% | -45.8% |
| YTD | -37.5% | +13.5% | -51.0% | -47.1% |
| 1Y | +12.6% | +20.0% | -7.3% | -11.1% |
| 3Y | -38.0% | +77.2% | -115.1% | -69.8% |
| All | -7.5% | +108.2% | -115.7% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling