-40.7%
IOYY vs SPY
+14.6%
-55.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -2.5% |
| 7D | -4.6% | -0.7% | -3.9% | -4.0% |
| 30D | -9.2% | -1.0% | -8.1% | -8.4% |
| 3M | -13.8% | -0.3% | -13.4% | -13.6% |
| 6M | -17.7% | +7.3% | -25.1% | -23.1% |
| YTD | -32.9% | +13.3% | -46.2% | -40.5% |
| 1Y | -40.7% | +14.8% | -55.5% | -48.0% |
| All | -40.7% | +14.6% | -55.4% | -48.0% |
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