+198.3%
IEO vs SPY
+307.0%
-108.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.5% |
| 7D | +7.3% | +2.6% | +4.7% | +4.4% |
| 30D | -7.3% | -2.0% | -5.3% | -5.7% |
| 3M | +7.9% | -2.8% | +10.7% | +10.4% |
| 6M | +20.5% | +2.1% | +18.4% | +16.0% |
| YTD | +57.9% | +11.5% | +46.4% | +36.4% |
| 1Y | +52.7% | +13.5% | +39.3% | +29.2% |
| 3Y | +59.9% | +77.7% | -17.8% | -20.6% |
| 5Y | +149.9% | +72.6% | +77.3% | +26.5% |
| All | +198.3% | +307.0% | -108.7% | -46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling