+3.9%
IIIV vs SPY
+201.7%
-197.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.9% |
| 7D | +8.5% | -2.7% | +11.2% | +11.6% |
| 30D | +26.9% | -5.4% | +32.3% | +34.8% |
| 3M | -13.2% | -4.1% | -9.1% | -9.5% |
| 6M | -13.3% | +0.7% | -14.0% | -15.4% |
| YTD | -24.3% | +8.7% | -33.0% | -33.0% |
| 1Y | -35.4% | +10.9% | -46.3% | -44.3% |
| 3Y | -3.1% | +75.0% | -78.1% | -54.4% |
| 5Y | -15.2% | +67.8% | -83.0% | -57.0% |
| All | +3.9% | +201.7% | -197.8% | -75.7% |
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