+12.3%
IEZ vs SPY
+75.1%
-62.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.2% |
| 7D | -13.3% | -2.7% | -10.6% | -10.8% |
| 30D | -7.9% | -5.4% | -2.5% | -2.5% |
| 3M | -12.9% | -4.1% | -8.9% | -9.2% |
| 6M | -20.8% | +0.7% | -21.5% | -21.8% |
| YTD | +18.7% | +8.7% | +10.1% | +7.5% |
| 1Y | +22.3% | +10.9% | +11.4% | +8.0% |
| 3Y | +12.3% | +75.0% | -62.7% | -36.9% |
| All | +12.3% | +75.1% | -62.8% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling