+190.0%
IEX vs SPY
+304.1%
-114.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | -0.2% | -0.6% | +0.4% | +0.3% |
| 30D | +1.1% | -3.7% | +4.8% | +4.5% |
| 3M | +1.9% | -2.7% | +4.6% | +4.4% |
| 6M | +10.3% | +2.2% | +8.1% | +8.0% |
| YTD | +35.0% | +10.8% | +24.1% | +22.7% |
| 1Y | +42.3% | +11.2% | +31.0% | +28.9% |
| 3Y | +28.8% | +76.5% | -47.7% | -23.2% |
| 5Y | +7.3% | +72.9% | -65.6% | -35.2% |
| 10Y | +190.0% | +304.8% | -114.8% | -21.3% |
| All | +190.0% | +304.1% | -114.1% | -21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling