+165.3%
INEQ vs SPY
+312.2%
-146.9%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.7% |
| 7D | -0.9% | -0.9% | 0.0% | -0.3% |
| 30D | +3.0% | -2.4% | +5.4% | +4.6% |
| 3M | -2.7% | -1.2% | -1.6% | -2.0% |
| 6M | +1.6% | +3.3% | -1.7% | -0.7% |
| YTD | +10.6% | +12.3% | -1.7% | +2.3% |
| 1Y | +14.8% | +12.4% | +2.4% | +6.1% |
| 3Y | +78.7% | +78.8% | -0.1% | +20.6% |
| 5Y | +86.8% | +75.2% | +11.6% | +26.5% |
| 10Y | +159.0% | +311.1% | -152.1% | +14.3% |
| All | +165.3% | +312.2% | -146.9% | +17.8% |
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 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