+364.2%
IESC vs SPY
+74.5%
+289.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -4.4% | -9.5% | -4.1% |
| 7D | -34.9% | -4.7% | -30.2% | -27.4% |
| 30D | -57.4% | -5.9% | -51.5% | -51.0% |
| 3M | -62.9% | -4.5% | -58.3% | -58.6% |
| 6M | -56.0% | +1.8% | -57.8% | -56.9% |
| YTD | -25.2% | +8.3% | -33.5% | -34.8% |
| 1Y | -28.9% | +9.3% | -38.3% | -38.9% |
| All | +364.2% | +74.5% | +289.7% | +77.2% |
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