+494.4%
IESC vs SPY
+67.4%
+427.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.4% |
| 7D | -23.1% | -2.7% | -20.4% | -19.6% |
| 30D | -48.7% | -5.4% | -43.3% | -43.8% |
| 3M | -58.8% | -4.1% | -54.7% | -55.7% |
| 6M | -53.0% | +0.7% | -53.7% | -52.6% |
| YTD | -18.5% | +8.7% | -27.2% | -25.6% |
| 1Y | -20.0% | +10.9% | -30.8% | -28.5% |
| 3Y | +405.3% | +75.0% | +330.3% | +186.6% |
| All | +494.4% | +67.4% | +427.1% | +255.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling