-41.9%
IOYY vs SPY
+9.6%
-51.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | +1.4% |
| 7D | -6.1% | -4.7% | -1.3% | -2.5% |
| 30D | -11.4% | -5.9% | -5.4% | -7.1% |
| 3M | -15.3% | -4.5% | -10.8% | -12.3% |
| 6M | -20.5% | +1.8% | -22.2% | -22.4% |
| YTD | -34.3% | +8.3% | -42.6% | -39.6% |
| 1Y | -42.3% | +9.3% | -51.6% | -47.4% |
| All | -41.9% | +9.6% | -51.5% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling