+156.3%
IEUS vs SPY
+634.7%
-478.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +0.9% | +2.6% | -1.7% | -1.3% |
| 30D | +2.4% | -2.0% | +4.4% | +4.1% |
| 3M | -3.9% | -2.8% | -1.1% | -1.7% |
| 6M | -0.1% | +2.1% | -2.2% | -2.0% |
| YTD | +5.7% | +11.5% | -5.8% | -3.6% |
| 1Y | +10.5% | +13.5% | -2.9% | -0.6% |
| 3Y | +58.3% | +77.7% | -19.4% | -3.3% |
| 5Y | +15.2% | +72.6% | -57.4% | -28.0% |
| 10Y | +123.1% | +308.2% | -185.1% | -33.4% |
| All | +156.3% | +634.7% | -478.4% | -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