+1,038.2%
IJS vs SPY
+700.8%
+337.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.0% | +1.2% |
| 7D | -2.3% | -4.7% | +2.4% | +2.6% |
| 30D | +0.2% | -5.9% | +6.1% | +6.6% |
| 3M | -5.3% | -4.5% | -0.8% | -0.8% |
| 6M | +2.0% | +1.8% | +0.2% | -0.2% |
| YTD | +16.2% | +8.3% | +7.9% | +6.4% |
| 1Y | +19.5% | +9.3% | +10.2% | +8.4% |
| 3Y | +53.6% | +74.9% | -21.2% | -14.6% |
| 5Y | +28.1% | +67.3% | -39.2% | -25.8% |
| 10Y | +160.2% | +311.6% | -151.4% | -41.6% |
| All | +1,038.2% | +700.8% | +337.3% | +21.4% |
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