+581.1%
IOO vs SPY
+790.2%
-209.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -0.1% | +0.1% | -0.2% | -0.2% |
| 3M | +2.1% | +2.0% | +0.1% | +0.1% |
| 6M | +15.5% | +13.0% | +2.5% | +2.7% |
| YTD | +15.1% | +13.5% | +1.6% | +1.9% |
| 1Y | +26.1% | +20.0% | +6.2% | +5.9% |
| 3Y | +94.7% | +77.2% | +17.6% | +12.2% |
| 5Y | +107.1% | +81.9% | +25.3% | +15.9% |
| 10Y | +357.3% | +314.1% | +43.3% | +14.4% |
| All | +581.1% | +790.2% | -209.1% | -24.1% |
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