-10.2%
IESC vs SPY
+20.8%
-31.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +3.5% |
| 7D | +4.1% | +0.1% | +4.0% | +3.8% |
| 30D | -58.9% | +0.1% | -58.9% | -58.6% |
| 3M | -56.5% | +2.0% | -58.5% | -58.4% |
| 6M | -33.9% | +13.0% | -46.9% | -52.2% |
| YTD | -17.1% | +13.5% | -30.6% | -41.0% |
| 1Y | -10.2% | +20.0% | -30.1% | -44.9% |
| All | -10.2% | +20.8% | -31.0% | -44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling