+153.0%
IJS vs SPY
+312.9%
-159.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.7% |
| 7D | -1.9% | -2.7% | +0.8% | +0.8% |
| 30D | +1.0% | -5.4% | +6.4% | +6.6% |
| 3M | -5.1% | -4.1% | -1.0% | -1.2% |
| 6M | +0.9% | +0.7% | +0.2% | -0.1% |
| YTD | +15.7% | +8.7% | +7.1% | +5.9% |
| 1Y | +21.2% | +10.9% | +10.3% | +8.7% |
| 3Y | +54.8% | +75.0% | -20.2% | -12.1% |
| 5Y | +27.6% | +67.8% | -40.2% | -24.6% |
| All | +153.0% | +312.9% | -159.8% | -43.5% |
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