+178.1%
INEQ vs SPY
+316.7%
-138.6%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +2.8% | +0.1% | +2.8% | +2.8% |
| 3M | +8.3% | +2.0% | +6.3% | +6.8% |
| 6M | +8.3% | +13.0% | -4.7% | -0.2% |
| YTD | +16.0% | +13.5% | +2.4% | +6.5% |
| 1Y | +25.9% | +20.0% | +5.9% | +11.4% |
| 3Y | +82.4% | +77.2% | +5.2% | +23.9% |
| 5Y | +87.9% | +81.9% | +6.0% | +24.1% |
| 10Y | +163.8% | +314.1% | -150.3% | +16.4% |
| All | +178.1% | +316.7% | -138.6% | +22.6% |
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