-50.5%
IHS vs SPY
+84.4%
-134.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -0.2% | +3.3% | -3.5% | -2.9% |
| 30D | -0.1% | -2.7% | +2.6% | +1.9% |
| 3M | +1.0% | -1.7% | +2.7% | +2.1% |
| 6M | +1.8% | +3.1% | -1.3% | -1.6% |
| YTD | +12.7% | +11.9% | +0.8% | +1.1% |
| 1Y | +22.2% | +12.0% | +10.3% | +9.7% |
| 3Y | +52.6% | +78.2% | -25.5% | -11.6% |
| 5Y | -48.0% | +73.2% | -121.2% | -69.2% |
| All | -50.5% | +84.4% | -134.9% | -72.2% |
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