-9.5%
IIIV vs SPY
+215.2%
-224.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.8% |
| 7D | +2.0% | +0.1% | +1.9% | +1.8% |
| 30D | -26.0% | +0.1% | -26.1% | -26.3% |
| 3M | -16.4% | +2.0% | -18.4% | -19.1% |
| 6M | -30.0% | +13.0% | -43.0% | -40.6% |
| YTD | -34.1% | +13.5% | -47.6% | -44.4% |
| 1Y | -44.9% | +20.0% | -64.9% | -56.5% |
| 3Y | -31.3% | +77.2% | -108.5% | -67.8% |
| 5Y | -41.8% | +81.9% | -123.7% | -73.1% |
| All | -9.5% | +215.2% | -224.8% | -79.8% |
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