+273.6%
IEO vs SPY
+746.0%
-472.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.3% |
| 7D | +2.9% | +0.1% | +2.7% | +2.7% |
| 30D | +16.9% | +0.1% | +16.9% | +16.7% |
| 3M | +16.8% | +2.0% | +14.8% | +12.9% |
| 6M | +24.5% | +13.0% | +11.5% | +4.3% |
| YTD | +56.8% | +13.5% | +43.2% | +30.3% |
| 1Y | +53.3% | +20.0% | +33.3% | +18.4% |
| 3Y | +49.3% | +77.2% | -27.8% | -31.4% |
| 5Y | +212.2% | +81.9% | +130.3% | +34.4% |
| 10Y | +198.7% | +314.1% | -115.3% | -55.8% |
| All | +273.6% | +746.0% | -472.5% | -79.2% |
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