+28.1%
IJS vs SPY
+67.0%
-38.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.0% | +0.9% |
| 7D | -2.3% | -4.7% | +2.4% | +2.3% |
| 30D | +0.2% | -5.9% | +6.1% | +6.2% |
| 3M | -5.3% | -4.5% | -0.8% | -1.1% |
| 6M | +2.0% | +1.8% | +0.2% | -0.1% |
| YTD | +16.2% | +8.3% | +7.9% | +6.9% |
| 1Y | +19.5% | +9.3% | +10.2% | +9.0% |
| 3Y | +53.6% | +74.9% | -21.2% | -10.8% |
| 5Y | +28.1% | +67.3% | -39.2% | -22.9% |
| All | +28.1% | +67.0% | -38.9% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling