-94.9%
INVZ vs SPY
+81.0%
-175.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.2% |
| 7D | +5.8% | -0.4% | +6.1% | +6.4% |
| 30D | -13.0% | -1.4% | -11.6% | -10.5% |
| 3M | -48.2% | +3.7% | -51.9% | -51.6% |
| 6M | -56.5% | +13.0% | -69.5% | -65.3% |
| YTD | -59.7% | +12.4% | -72.1% | -67.3% |
| 1Y | -81.6% | +18.5% | -100.2% | -86.4% |
| 3Y | -84.7% | +77.6% | -162.3% | -94.4% |
| 5Y | -94.9% | +81.7% | -176.6% | -98.1% |
| All | -94.9% | +81.0% | -175.9% | -98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling