-98.6%
INVE vs SPY
+1,188.3%
-1,286.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.1% |
| 7D | -2.9% | +0.5% | -3.4% | -3.4% |
| 30D | +3.9% | -0.9% | +4.8% | +4.7% |
| 3M | -32.7% | +3.9% | -36.5% | -35.0% |
| 6M | -18.5% | +14.5% | -33.1% | -28.0% |
| YTD | -30.2% | +12.9% | -43.1% | -37.7% |
| 1Y | -29.5% | +19.4% | -48.8% | -40.1% |
| 3Y | -68.3% | +78.5% | -146.7% | -81.6% |
| 5Y | -84.6% | +81.8% | -166.4% | -91.0% |
| 10Y | +32.7% | +311.5% | -278.8% | -61.8% |
| All | -98.6% | +1,188.3% | -1,286.9% | -99.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling