+197.8%
IEO vs SPY
+322.5%
-124.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.7% |
| 7D | +2.3% | -0.8% | +3.0% | +3.1% |
| 30D | +9.8% | -1.1% | +10.9% | +10.9% |
| 3M | +24.4% | +3.9% | +20.5% | +18.6% |
| 6M | +24.2% | +13.6% | +10.6% | +6.0% |
| YTD | +60.3% | +12.7% | +47.6% | +37.7% |
| 1Y | +57.7% | +17.5% | +40.2% | +28.8% |
| 3Y | +54.1% | +76.9% | -22.8% | -22.8% |
| 5Y | +225.0% | +83.6% | +141.4% | +52.4% |
| All | +197.8% | +322.5% | -124.7% | -50.1% |
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