+124.0%
IHI vs SPY
+322.5%
-198.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.8% |
| 7D | -5.1% | -0.8% | -4.4% | -4.5% |
| 30D | -9.3% | -1.1% | -8.2% | -8.4% |
| 3M | +2.6% | +3.9% | -1.3% | -1.0% |
| 6M | -9.4% | +13.6% | -23.0% | -19.3% |
| YTD | -17.9% | +12.7% | -30.6% | -26.5% |
| 1Y | -17.3% | +17.5% | -34.8% | -28.7% |
| 3Y | +0.7% | +76.9% | -76.2% | -40.8% |
| 5Y | -21.3% | +83.6% | -104.8% | -55.4% |
| All | +124.0% | +322.5% | -198.5% | -43.3% |
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