+54.2%
IJS vs SPY
+77.4%
-23.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -0.9% | +0.1% | -0.9% | -0.9% |
| 3M | +4.2% | +2.0% | +2.2% | +2.0% |
| 6M | +12.3% | +13.0% | -0.8% | -1.2% |
| YTD | +21.6% | +13.5% | +8.1% | +6.5% |
| 1Y | +26.4% | +20.0% | +6.4% | +4.5% |
| All | +54.2% | +77.4% | -23.1% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling