+447.2%
IESC vs SPY
+67.0%
+380.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -4.4% | -9.5% | -7.1% |
| 7D | -34.9% | -4.7% | -30.2% | -29.7% |
| 30D | -57.4% | -5.9% | -51.5% | -52.9% |
| 3M | -62.9% | -4.5% | -58.3% | -59.9% |
| 6M | -56.0% | +1.8% | -57.8% | -56.3% |
| YTD | -25.2% | +8.3% | -33.5% | -31.3% |
| 1Y | -28.9% | +9.3% | -38.3% | -35.3% |
| 3Y | +370.7% | +74.9% | +295.8% | +167.6% |
| 5Y | +447.2% | +67.3% | +379.9% | +229.1% |
| All | +447.2% | +67.0% | +380.2% | +229.1% |
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