-48.9%
IEP vs SPY
+78.4%
-127.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +5.0% |
| 7D | -5.0% | -0.6% | -4.5% | -4.7% |
| 30D | -22.6% | -3.7% | -18.9% | -20.8% |
| 3M | -26.7% | -2.7% | -23.9% | -25.5% |
| 6M | -27.7% | +2.2% | -29.8% | -28.8% |
| YTD | -18.1% | +10.8% | -28.9% | -23.6% |
| 1Y | -27.1% | +11.2% | -38.4% | -32.2% |
| 3Y | -48.9% | +76.5% | -125.4% | -61.6% |
| All | -48.9% | +78.4% | -127.2% | -61.6% |
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