+5.2%
IIIV vs SPY
+208.8%
-203.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | -1.5% |
| 7D | +4.8% | +0.1% | +4.8% | +4.4% |
| 30D | +20.8% | -3.3% | +24.2% | +25.1% |
| 3M | +10.5% | -2.4% | +13.0% | +13.1% |
| 6M | -8.7% | +2.6% | -11.2% | -12.7% |
| YTD | -23.3% | +11.2% | -34.6% | -34.0% |
| 1Y | -34.5% | +13.4% | -47.9% | -45.0% |
| 3Y | +0.4% | +79.9% | -79.5% | -54.3% |
| 5Y | -13.8% | +72.2% | -86.0% | -57.7% |
| All | +5.2% | +208.8% | -203.6% | -76.0% |
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