-91.5%
INEO vs SPY
+33.9%
-125.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.5% | -5.5% |
| 7D | -4.9% | -0.4% | -4.6% | -4.6% |
| 30D | -12.8% | -1.4% | -11.4% | -11.7% |
| 3M | -11.6% | +3.7% | -15.3% | -15.0% |
| 6M | +8.5% | +13.0% | -4.5% | -3.5% |
| YTD | +5.9% | +12.4% | -6.5% | -4.8% |
| 1Y | -38.4% | +18.5% | -56.9% | -47.3% |
| All | -91.5% | +33.9% | -125.4% | -93.9% |
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