-37.7%
IEZ vs SPY
+736.7%
-774.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.3% | +0.9% |
| 7D | 0.0% | -0.9% | +1.0% | +1.3% |
| 30D | -5.9% | -2.4% | -3.6% | -3.0% |
| 3M | -14.6% | -1.2% | -13.5% | -13.6% |
| 6M | -17.4% | +3.3% | -20.7% | -21.6% |
| YTD | +22.9% | +12.3% | +10.6% | +3.7% |
| 1Y | +21.9% | +12.4% | +9.4% | +2.6% |
| 3Y | +20.4% | +78.8% | -58.4% | -46.4% |
| 5Y | +88.9% | +75.2% | +13.7% | -15.8% |
| 10Y | -22.6% | +311.1% | -333.7% | -88.8% |
| All | -37.7% | +736.7% | -774.4% | -96.7% |
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