-82.4%
IKT vs SPY
+82.3%
-164.7%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.4% |
| 7D | -6.4% | -0.8% | -5.6% | -5.7% |
| 30D | -2.5% | -1.1% | -1.4% | -1.5% |
| 3M | +40.1% | +3.9% | +36.3% | +35.3% |
| 6M | +15.8% | +13.6% | +2.2% | +3.2% |
| YTD | +14.1% | +12.7% | +1.5% | +2.8% |
| 1Y | +39.3% | +17.5% | +21.8% | +21.2% |
| 3Y | +11.4% | +76.9% | -65.5% | -27.5% |
| All | -82.4% | +82.3% | -164.7% | -87.8% |
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