+59.5%
ING vs SPY
+20.8%
+38.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | +5.5% | +0.1% | +5.4% | +5.4% |
| 30D | +4.9% | +0.1% | +4.8% | +4.7% |
| 3M | +22.9% | +2.0% | +20.9% | +19.6% |
| 6M | +42.5% | +13.0% | +29.5% | +21.0% |
| YTD | +38.7% | +13.5% | +25.1% | +17.9% |
| 1Y | +59.5% | +20.0% | +39.5% | +28.2% |
| All | +59.5% | +20.8% | +38.6% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling