-31.0%
IEP vs SPY
+312.5%
-343.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | +0.4% | -0.4% | +0.8% | +0.7% |
| 30D | -1.4% | -1.4% | -0.1% | -0.4% |
| 3M | -0.9% | +3.7% | -4.6% | -3.7% |
| 6M | +2.6% | +13.0% | -10.4% | -6.9% |
| YTD | +10.1% | +12.4% | -2.3% | +0.3% |
| 1Y | +6.3% | +18.5% | -12.2% | -7.2% |
| 3Y | -36.0% | +77.6% | -113.7% | -59.6% |
| 5Y | -64.7% | +81.7% | -146.4% | -78.5% |
| 10Y | -31.0% | +319.7% | -350.7% | -80.8% |
| All | -31.0% | +312.5% | -343.6% | -80.8% |
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