+276.2%
IEO vs SPY
+730.7%
-454.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.5% |
| 7D | +7.3% | +2.6% | +4.7% | +3.9% |
| 30D | -7.3% | -2.0% | -5.3% | -5.5% |
| 3M | +7.9% | -2.8% | +10.7% | +10.8% |
| 6M | +20.5% | +2.1% | +18.4% | +15.2% |
| YTD | +57.9% | +11.5% | +46.4% | +33.2% |
| 1Y | +52.7% | +13.5% | +39.3% | +25.9% |
| 3Y | +59.9% | +77.7% | -17.8% | -27.3% |
| 5Y | +149.9% | +72.6% | +77.3% | +14.5% |
| 10Y | +201.3% | +308.2% | -106.9% | -55.1% |
| All | +276.2% | +730.7% | -454.5% | -78.7% |
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 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