+160.3%
IESC vs SPY
+1,192.0%
-1,031.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.8% |
| 7D | +4.1% | +0.1% | +4.0% | +4.0% |
| 30D | -17.7% | +0.1% | -17.8% | -17.7% |
| 3M | -13.1% | +2.0% | -15.1% | -14.2% |
| 6M | +32.3% | +13.0% | +19.3% | +17.0% |
| YTD | +65.8% | +13.5% | +52.3% | +46.5% |
| 1Y | +79.6% | +20.0% | +59.7% | +50.8% |
| 3Y | +747.4% | +77.2% | +670.2% | +387.5% |
| 5Y | +1,255.1% | +81.9% | +1,173.2% | +653.0% |
| 10Y | +3,526.4% | +314.1% | +3,212.4% | +698.1% |
| All | +160.3% | +1,192.0% | -1,031.7% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling