+61.3%
INVX vs SPY
+1,217.4%
-1,156.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.6% |
| 7D | -4.2% | -0.4% | -3.8% | -3.8% |
| 30D | +2.3% | -1.4% | +3.7% | +3.9% |
| 3M | +5.0% | +3.7% | +1.3% | +0.7% |
| 6M | +11.4% | +13.0% | -1.6% | -2.9% |
| YTD | +36.4% | +12.4% | +24.0% | +19.7% |
| 1Y | +83.1% | +18.5% | +64.5% | +51.7% |
| 3Y | +2.2% | +77.6% | -75.4% | -45.4% |
| 5Y | +29.7% | +81.7% | -52.0% | -33.9% |
| 10Y | -44.8% | +319.7% | -364.4% | -88.4% |
| All | +61.3% | +1,217.4% | -1,156.1% | -89.5% |
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