-81.6%
INVZ vs SPY
+18.8%
-100.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -0.8% |
| 7D | +5.8% | -0.4% | +6.2% | +6.7% |
| 30D | -12.9% | -1.4% | -11.5% | -9.7% |
| 3M | -48.2% | +3.7% | -51.9% | -52.9% |
| 6M | -56.5% | +13.0% | -69.5% | -67.8% |
| YTD | -59.7% | +12.4% | -72.1% | -69.7% |
| 1Y | -81.6% | +18.5% | -100.1% | -89.3% |
| All | -81.6% | +18.8% | -100.4% | -89.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling