-98.5%
INVE vs SPY
+1,195.5%
-1,294.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.7% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | +8.1% | +0.1% | +8.0% | +7.9% |
| 3M | -34.5% | +2.0% | -36.5% | -35.7% |
| 6M | -14.8% | +13.0% | -27.9% | -23.9% |
| YTD | -26.8% | +13.5% | -40.4% | -35.0% |
| 1Y | -25.1% | +20.0% | -45.0% | -36.7% |
| 3Y | -65.7% | +77.2% | -142.9% | -80.0% |
| 5Y | -84.6% | +81.9% | -166.5% | -91.0% |
| 10Y | +35.7% | +314.1% | -278.3% | -61.1% |
| All | -98.5% | +1,195.5% | -1,294.0% | -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 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