-38.2%
IOYY vs SPY
+12.1%
-50.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +1.5% | -0.6% | +2.1% | +1.8% |
| 30D | -3.1% | -3.7% | +0.6% | -0.2% |
| 3M | -10.7% | -2.7% | -7.9% | -8.8% |
| 6M | -16.4% | +2.2% | -18.5% | -18.4% |
| YTD | -30.1% | +10.8% | -40.9% | -36.9% |
| 1Y | -41.9% | +11.2% | -53.1% | -47.6% |
| All | -38.2% | +12.1% | -50.3% | -44.9% |
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