+7,444.3%
IEX vs SPY
+3,056.6%
+4,387.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.1% |
| 7D | +2.7% | -0.9% | +3.6% | +3.6% |
| 30D | +1.8% | -2.4% | +4.1% | +3.9% |
| 3M | +1.4% | -1.2% | +2.6% | +2.4% |
| 6M | +13.3% | +3.3% | +10.0% | +9.9% |
| YTD | +36.7% | +12.3% | +24.4% | +23.1% |
| 1Y | +43.5% | +12.4% | +31.1% | +29.1% |
| 3Y | +30.5% | +78.8% | -48.3% | -22.1% |
| 5Y | +9.6% | +75.2% | -65.5% | -33.9% |
| 10Y | +194.0% | +311.1% | -117.1% | -16.1% |
| All | +7,444.3% | +3,056.6% | +4,387.7% | +733.0% |
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 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