+157.1%
IEUS vs SPY
+637.4%
-480.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -0.2% | +3.3% | -3.5% | -2.9% |
| 30D | +2.1% | -2.7% | +4.8% | +4.4% |
| 3M | -3.3% | -1.7% | -1.6% | -2.0% |
| 6M | +0.8% | +3.1% | -2.3% | -1.9% |
| YTD | +6.0% | +11.9% | -5.9% | -3.6% |
| 1Y | +10.6% | +12.0% | -1.4% | +0.5% |
| 3Y | +59.4% | +78.2% | -18.8% | -2.9% |
| 5Y | +15.5% | +73.2% | -57.7% | -28.1% |
| 10Y | +123.7% | +309.6% | -185.9% | -33.4% |
| All | +157.1% | +637.4% | -480.3% | -56.5% |
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