-97.7%
INVZ vs SPY
+170.8%
-268.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -0.7% |
| 7D | +2.8% | -0.6% | +3.4% | +4.2% |
| 30D | -28.2% | -3.7% | -24.6% | -23.4% |
| 3M | -44.1% | -2.7% | -41.3% | -41.4% |
| 6M | -69.8% | +2.2% | -72.0% | -70.8% |
| YTD | -74.1% | +10.8% | -84.9% | -77.9% |
| 1Y | -86.8% | +11.2% | -98.0% | -88.7% |
| 3Y | -88.1% | +76.5% | -164.5% | -94.8% |
| 5Y | -95.6% | +72.9% | -168.5% | -98.1% |
| All | -97.7% | +170.8% | -268.6% | -99.1% |
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 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