+15.2%
IEUS vs SPY
+82.3%
-67.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.4% |
| 7D | -2.4% | -0.8% | -1.6% | -1.7% |
| 30D | -2.0% | -1.1% | -1.0% | -1.1% |
| 3M | +1.2% | +3.9% | -2.7% | -2.2% |
| 6M | +7.5% | +13.6% | -6.1% | -3.8% |
| YTD | +7.4% | +12.7% | -5.3% | -3.2% |
| 1Y | +10.5% | +17.5% | -7.0% | -4.1% |
| 3Y | +54.8% | +76.9% | -22.1% | -8.1% |
| All | +15.2% | +82.3% | -67.1% | -35.0% |
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