+1,934.2%
IESC vs SPY
+305.6%
+1,628.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.4% | +7.4% | +6.9% |
| 7D | -11.3% | +0.1% | -11.4% | -11.1% |
| 30D | -41.5% | -3.3% | -38.2% | -38.7% |
| 3M | -54.4% | -2.4% | -52.0% | -52.7% |
| 6M | -47.8% | +2.6% | -50.4% | -48.5% |
| YTD | -10.6% | +11.2% | -21.8% | -18.8% |
| 1Y | -12.8% | +13.4% | -26.2% | -22.1% |
| 3Y | +469.4% | +79.9% | +389.5% | +236.6% |
| 5Y | +564.3% | +72.2% | +492.1% | +308.6% |
| All | +1,934.2% | +305.6% | +1,628.5% | +313.7% |
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