+265.7%
IEO vs SPY
+736.7%
-471.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +1.0% |
| 7D | +0.9% | -0.9% | +1.8% | +1.9% |
| 30D | -7.2% | -2.4% | -4.8% | -4.9% |
| 3M | +5.6% | -1.2% | +6.8% | +6.3% |
| 6M | +17.2% | +3.3% | +13.9% | +10.4% |
| YTD | +53.5% | +12.3% | +41.2% | +28.4% |
| 1Y | +46.4% | +12.4% | +33.9% | +22.0% |
| 3Y | +56.5% | +78.8% | -22.3% | -29.4% |
| 5Y | +142.8% | +75.2% | +67.6% | +9.1% |
| 10Y | +192.9% | +311.1% | -118.2% | -56.7% |
| All | +265.7% | +736.7% | -471.0% | -79.5% |
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