+11.4%
IKT vs SPY
+77.0%
-65.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.6% |
| 7D | -6.4% | -0.8% | -5.6% | -5.5% |
| 30D | -2.5% | -1.1% | -1.4% | -1.2% |
| 3M | +40.1% | +3.9% | +36.3% | +33.7% |
| 6M | +15.8% | +13.6% | +2.2% | -0.7% |
| YTD | +14.1% | +12.7% | +1.5% | -0.9% |
| 1Y | +39.3% | +17.5% | +21.8% | +15.4% |
| 3Y | +11.4% | +76.9% | -65.5% | -48.6% |
| All | +11.4% | +77.0% | -65.6% | -48.6% |
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