+220.9%
IUS vs SPY
+200.9%
+20.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +0.2% | +0.1% | 0.0% | +0.1% |
| 30D | +1.4% | +0.1% | +1.3% | +1.3% |
| 3M | +6.3% | +2.0% | +4.3% | +4.4% |
| 6M | +17.4% | +13.0% | +4.4% | +5.9% |
| YTD | +23.6% | +13.5% | +10.0% | +11.0% |
| 1Y | +30.9% | +20.0% | +11.0% | +12.4% |
| 3Y | +77.0% | +77.2% | -0.2% | +9.4% |
| 5Y | +97.2% | +81.9% | +15.3% | +18.6% |
| All | +220.9% | +200.9% | +20.0% | +33.8% |
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