-25.4%
IEZ vs SPY
+746.0%
-771.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | +2.1% | +0.1% | +2.0% | +1.9% |
| 30D | +10.2% | +0.1% | +10.2% | +10.1% |
| 3M | -2.4% | +2.0% | -4.4% | -5.4% |
| 6M | +10.0% | +13.0% | -3.0% | -7.7% |
| YTD | +47.1% | +13.5% | +33.6% | +22.7% |
| 1Y | +61.7% | +20.0% | +41.7% | +24.9% |
| 3Y | +30.3% | +77.2% | -46.9% | -41.2% |
| 5Y | +148.3% | +81.9% | +66.4% | +5.2% |
| 10Y | -3.0% | +314.1% | -317.1% | -86.0% |
| All | -25.4% | +746.0% | -771.4% | -96.2% |
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