-95.9%
IKT vs SPY
+122.9%
-218.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.4% |
| 7D | -3.6% | -0.4% | -3.2% | -3.2% |
| 30D | -2.0% | -1.4% | -0.7% | -0.7% |
| 3M | +44.3% | +3.7% | +40.6% | +39.3% |
| 6M | +27.5% | +13.0% | +14.5% | +13.6% |
| YTD | +17.6% | +12.4% | +5.2% | +5.6% |
| 1Y | +44.3% | +18.5% | +25.8% | +23.7% |
| 3Y | +19.3% | +77.6% | -58.3% | -25.8% |
| 5Y | -83.5% | +81.7% | -165.2% | -89.5% |
| All | -95.9% | +122.9% | -218.9% | -98.3% |
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 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