+7,036.5%
IEX vs SPY
+2,954.7%
+4,081.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.7% |
| 7D | -2.9% | -2.7% | -0.2% | -0.6% |
| 30D | -2.5% | -5.4% | +2.9% | +2.3% |
| 3M | -2.6% | -4.1% | +1.5% | +1.0% |
| 6M | +5.1% | +0.7% | +4.4% | +4.2% |
| YTD | +29.3% | +8.7% | +20.6% | +19.8% |
| 1Y | +37.9% | +10.9% | +27.1% | +25.5% |
| 3Y | +22.3% | +75.0% | -52.7% | -25.7% |
| 5Y | +3.3% | +67.8% | -64.5% | -35.3% |
| 10Y | +202.3% | +312.9% | -110.5% | -14.1% |
| All | +7,036.5% | +2,954.7% | +4,081.8% | +710.7% |
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