-1.9%
IEZ vs SPY
+312.5%
-314.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | -1.7% | -0.4% | -1.3% | -1.3% |
| 30D | +3.5% | -1.4% | +4.9% | +5.3% |
| 3M | +1.5% | +3.7% | -2.2% | -3.6% |
| 6M | +11.7% | +13.0% | -1.3% | -5.4% |
| YTD | +47.4% | +12.4% | +35.0% | +25.7% |
| 1Y | +64.6% | +18.5% | +46.1% | +30.8% |
| 3Y | +29.4% | +77.6% | -48.2% | -39.8% |
| 5Y | +157.3% | +81.7% | +75.6% | +13.7% |
| 10Y | -1.9% | +319.7% | -321.6% | -85.5% |
| All | -1.9% | +312.5% | -314.4% | -85.5% |
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 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