+527.1%
IEP vs SPY
+3,091.8%
-2,564.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -2.0% | +0.1% | -2.0% | -2.0% |
| 3M | -2.6% | +2.0% | -4.6% | -3.8% |
| 6M | +1.3% | +13.0% | -11.7% | -6.0% |
| YTD | +9.9% | +13.5% | -3.6% | +1.7% |
| 1Y | +4.3% | +20.0% | -15.7% | -6.7% |
| 3Y | -33.7% | +77.2% | -110.9% | -53.1% |
| 5Y | -65.6% | +81.9% | -147.5% | -76.4% |
| 10Y | -32.1% | +314.1% | -346.1% | -70.6% |
| All | +527.1% | +3,091.8% | -2,564.7% | +57.5% |
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