-98.1%
INVZ vs SPY
+173.4%
-271.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.9% |
| 7D | -5.6% | +3.3% | -8.9% | -11.1% |
| 30D | -36.9% | -2.7% | -34.3% | -34.2% |
| 3M | -52.9% | -1.7% | -51.2% | -51.8% |
| 6M | -76.3% | +3.1% | -79.4% | -77.6% |
| YTD | -78.2% | +11.9% | -90.1% | -81.8% |
| 1Y | -87.8% | +12.0% | -99.8% | -89.8% |
| 3Y | -89.9% | +78.2% | -168.1% | -95.7% |
| 5Y | -96.5% | +73.2% | -169.8% | -98.5% |
| All | -98.1% | +173.4% | -271.5% | -99.2% |
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 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