+157.0%
INEQ vs SPY
+304.1%
-147.1%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +2.5% | -0.6% | +3.1% | +2.9% |
| 30D | +2.6% | -3.7% | +6.3% | +5.2% |
| 3M | -2.9% | -2.7% | -0.1% | -1.1% |
| 6M | +1.6% | +2.2% | -0.5% | +0.1% |
| YTD | +10.5% | +10.8% | -0.4% | +3.0% |
| 1Y | +15.4% | +11.2% | +4.1% | +7.3% |
| 3Y | +78.4% | +76.5% | +1.9% | +21.0% |
| 5Y | +87.2% | +72.9% | +14.2% | +27.3% |
| 10Y | +157.0% | +304.8% | -147.8% | +5.5% |
| All | +157.0% | +304.1% | -147.1% | +5.5% |
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