-96.5%
INVZ vs SPY
+177.5%
-274.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +6.5% |
| 7D | -1.4% | +0.1% | -1.5% | -1.7% |
| 30D | -14.0% | +0.1% | -14.0% | -14.1% |
| 3M | -54.1% | +2.0% | -56.1% | -55.3% |
| 6M | -60.3% | +13.0% | -73.4% | -67.4% |
| YTD | -59.6% | +13.5% | -73.1% | -66.8% |
| 1Y | -78.0% | +20.0% | -98.0% | -83.4% |
| 3Y | -85.4% | +77.2% | -162.6% | -93.6% |
| 5Y | -95.1% | +81.9% | -176.9% | -97.9% |
| All | -96.5% | +177.5% | -274.0% | -98.6% |
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