+563.6%
IHI vs SPY
+739.6%
-175.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.5% |
| 3M | +2.6% | +3.9% | -1.3% | -0.9% |
| 6M | -9.4% | +13.6% | -23.0% | -19.0% |
| YTD | -17.9% | +12.7% | -30.6% | -26.2% |
| 1Y | -17.3% | +17.5% | -34.8% | -28.3% |
| 3Y | +0.7% | +76.9% | -76.2% | -39.0% |
| 5Y | -21.3% | +83.6% | -104.8% | -53.9% |
| 10Y | +127.1% | +320.7% | -193.6% | -33.7% |
| All | +563.6% | +739.6% | -175.9% | +6.2% |
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