-20.1%
IHI vs SPY
+82.3%
-102.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.7% |
| 7D | -5.1% | -0.8% | -4.4% | -4.5% |
| 30D | -9.3% | -1.1% | -8.2% | -8.5% |
| 3M | +2.6% | +3.9% | -1.3% | -0.7% |
| 6M | -9.4% | +13.6% | -23.0% | -18.6% |
| YTD | -17.9% | +12.7% | -30.6% | -25.8% |
| 1Y | -17.3% | +17.5% | -34.8% | -27.9% |
| 3Y | +0.7% | +76.9% | -76.2% | -39.2% |
| All | -20.1% | +82.3% | -102.3% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling