+37.4%
ILOW vs SPY
+38.9%
-1.5%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.8% |
| 7D | -0.6% | -0.4% | -0.2% | -0.4% |
| 30D | -1.2% | -1.4% | +0.1% | -0.4% |
| 3M | +4.5% | +3.7% | +0.8% | +2.3% |
| 6M | +6.9% | +13.0% | -6.1% | -0.5% |
| YTD | +9.7% | +12.4% | -2.7% | +2.3% |
| 1Y | +12.0% | +18.5% | -6.5% | +1.6% |
| All | +37.4% | +38.9% | -1.5% | +12.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling