+5.5%
IIIV vs SPY
+200.8%
-195.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.2% | +7.0% |
| 7D | +11.8% | -4.7% | +16.6% | +17.9% |
| 30D | +29.4% | -5.9% | +35.3% | +38.3% |
| 3M | -13.7% | -4.5% | -9.2% | -9.5% |
| 6M | -13.6% | +1.8% | -15.4% | -16.8% |
| YTD | -23.1% | +8.3% | -31.5% | -31.7% |
| 1Y | -35.7% | +9.3% | -45.0% | -43.5% |
| 3Y | -5.3% | +74.9% | -80.1% | -55.4% |
| 5Y | -13.9% | +67.3% | -81.1% | -56.2% |
| All | +5.5% | +200.8% | -195.2% | -75.2% |
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