+756.4%
IJK vs SPY
+730.9%
+25.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.6% |
| 7D | -0.3% | -0.4% | +0.1% | +0.1% |
| 30D | -4.5% | -1.4% | -3.1% | -3.1% |
| 3M | -1.0% | +3.7% | -4.7% | -4.7% |
| 6M | +8.6% | +13.0% | -4.4% | -4.3% |
| YTD | +15.7% | +12.4% | +3.3% | +2.6% |
| 1Y | +17.4% | +18.5% | -1.1% | -1.4% |
| 3Y | +54.1% | +77.6% | -23.5% | -14.8% |
| 5Y | +42.2% | +81.7% | -39.5% | -22.8% |
| 10Y | +182.7% | +319.7% | -136.9% | -34.6% |
| All | +756.4% | +730.9% | +25.5% | +1.9% |
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 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