-0.2%
IEI vs SPY
+79.8%
-80.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | -0.8% | -2.0% | +1.2% | -0.8% |
| 30D | -1.1% | -1.7% | +0.6% | -1.0% |
| 3M | -0.9% | +4.7% | -5.6% | -0.9% |
| 6M | -2.1% | +12.5% | -14.6% | -2.3% |
| YTD | -1.5% | +11.7% | -13.2% | -1.7% |
| 1Y | -0.8% | +17.5% | -18.3% | -1.1% |
| 3Y | +11.4% | +76.6% | -65.2% | +9.7% |
| 5Y | -0.2% | +82.0% | -82.3% | -2.6% |
| All | -0.2% | +79.8% | -80.0% | -2.6% |
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