-84.3%
INVZ vs SPY
+78.7%
-163.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +2.9% |
| 7D | +4.5% | +0.5% | +3.9% | +3.1% |
| 30D | -9.5% | -0.9% | -8.6% | -7.7% |
| 3M | -48.1% | +3.9% | -52.0% | -51.9% |
| 6M | -57.2% | +14.5% | -71.8% | -67.5% |
| YTD | -58.9% | +12.9% | -71.8% | -67.5% |
| 1Y | -81.1% | +19.4% | -100.5% | -86.6% |
| 3Y | -84.3% | +78.5% | -162.8% | -95.4% |
| All | -84.3% | +78.7% | -163.0% | -95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling