+215.1%
IUS vs SPY
+196.1%
+18.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | +0.2% |
| 7D | -2.5% | -2.0% | -0.5% | -0.9% |
| 30D | -1.2% | -1.7% | +0.4% | +0.1% |
| 3M | +7.4% | +4.7% | +2.7% | +3.3% |
| 6M | +17.3% | +12.5% | +4.8% | +6.3% |
| YTD | +21.3% | +11.7% | +9.6% | +10.5% |
| 1Y | +28.5% | +17.5% | +11.0% | +12.2% |
| 3Y | +75.8% | +76.6% | -0.8% | +8.9% |
| 5Y | +97.9% | +82.0% | +15.9% | +19.0% |
| All | +215.1% | +196.1% | +18.9% | +33.1% |
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 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