+353.2%
IOO vs SPY
+318.9%
+34.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.3% |
| 7D | -2.1% | -2.0% | -0.1% | -0.2% |
| 30D | -1.6% | -1.7% | +0.1% | 0.0% |
| 3M | +5.6% | +4.7% | +0.8% | +1.0% |
| 6M | +14.1% | +12.5% | +1.6% | +2.1% |
| YTD | +13.1% | +11.7% | +1.4% | +1.9% |
| 1Y | +23.2% | +17.5% | +5.8% | +5.8% |
| 3Y | +94.3% | +76.6% | +17.7% | +13.5% |
| 5Y | +107.9% | +82.0% | +25.8% | +17.5% |
| All | +353.2% | +318.9% | +34.3% | +18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling