+6.8%
IIIV vs SPY
+211.8%
-205.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | -0.1% |
| 7D | +3.0% | -0.9% | +3.9% | +3.7% |
| 30D | +20.9% | -2.4% | +23.3% | +23.7% |
| 3M | +15.6% | -1.2% | +16.7% | +16.5% |
| 6M | -2.9% | +3.3% | -6.2% | -7.9% |
| YTD | -22.2% | +12.3% | -34.5% | -33.8% |
| 1Y | -33.1% | +12.4% | -45.6% | -43.1% |
| 3Y | +2.4% | +78.8% | -76.5% | -52.9% |
| 5Y | -11.2% | +75.2% | -86.4% | -57.3% |
| All | +6.8% | +211.8% | -205.0% | -75.9% |
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