+116.6%
IEUR vs SPY
+378.3%
-261.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.4% |
| 7D | -2.5% | -2.0% | -0.5% | -0.8% |
| 30D | -3.2% | -1.7% | -1.5% | -1.8% |
| 3M | +4.3% | +4.7% | -0.4% | +0.2% |
| 6M | +7.3% | +12.5% | -5.2% | -2.9% |
| YTD | +8.7% | +11.7% | -3.0% | -1.0% |
| 1Y | +16.6% | +17.5% | -0.8% | +1.6% |
| 3Y | +63.6% | +76.6% | -13.0% | -1.2% |
| 5Y | +51.4% | +82.0% | -30.6% | -11.6% |
| 10Y | +148.3% | +317.1% | -168.8% | -33.8% |
| All | +116.6% | +378.3% | -261.8% | -49.7% |
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 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