+50.3%
IEO vs SPY
+78.7%
-28.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | +0.8% | +0.5% | +0.3% | +0.5% |
| 30D | +18.0% | -0.9% | +18.9% | +18.6% |
| 3M | +20.1% | +3.9% | +16.2% | +16.8% |
| 6M | +24.5% | +14.5% | +10.0% | +12.5% |
| YTD | +59.1% | +12.9% | +46.2% | +45.1% |
| 1Y | +59.6% | +19.4% | +40.2% | +38.6% |
| 3Y | +50.3% | +78.5% | -28.2% | -1.7% |
| All | +50.3% | +78.7% | -28.4% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling