-33.9%
IOYY vs SPY
+14.9%
-48.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.6% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -3.6% | +0.1% | -3.6% | -3.6% |
| 3M | -15.0% | +2.0% | -17.0% | -16.5% |
| 6M | -16.1% | +13.0% | -29.2% | -25.0% |
| YTD | -25.2% | +13.5% | -38.7% | -33.7% |
| All | -33.9% | +14.9% | -48.7% | -42.1% |
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