+401.2%
ING vs SPY
+313.2%
+88.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | +4.8% |
| 3M | +22.9% | +2.0% | +20.9% | +20.3% |
| 6M | +42.5% | +13.0% | +29.5% | +25.3% |
| YTD | +38.7% | +13.5% | +25.1% | +21.5% |
| 1Y | +59.5% | +20.0% | +39.5% | +31.4% |
| 3Y | +212.9% | +77.2% | +135.7% | +63.6% |
| 5Y | +282.0% | +81.9% | +200.1% | +94.1% |
| All | +401.2% | +313.2% | +88.0% | -3.8% |
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 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