+62.4%
IEZ vs SPY
+21.3%
+41.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.5% | -2.2% |
| 7D | +3.3% | +0.3% | +3.1% | +3.1% |
| 30D | +8.7% | +0.2% | +8.5% | +8.5% |
| 3M | 0.0% | +2.8% | -2.8% | -1.8% |
| 6M | +9.7% | +14.3% | -4.6% | -0.4% |
| YTD | +47.8% | +14.0% | +33.8% | +34.1% |
| All | +62.4% | +21.3% | +41.1% | +47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling