+14.2%
ILS vs SPY
+38.6%
-24.3%
-1.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | 0.0% | -0.9% | +0.9% | -0.1% |
| 30D | +0.6% | -2.4% | +2.9% | +0.6% |
| 3M | +3.8% | -1.2% | +4.9% | +3.8% |
| 6M | +6.6% | +3.3% | +3.3% | +6.7% |
| YTD | +8.2% | +12.3% | -4.1% | +8.4% |
| 1Y | +8.8% | +12.4% | -3.6% | +9.0% |
| All | +14.2% | +38.6% | -24.3% | +15.1% |
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