+688.4%
IUSG vs SPY
+739.4%
-51.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | +0.4% | +0.1% | +0.2% | +0.2% |
| 30D | -0.5% | +0.1% | -0.6% | -0.6% |
| 3M | +0.5% | +2.0% | -1.5% | -1.3% |
| 6M | +17.0% | +13.0% | +4.0% | +3.8% |
| YTD | +14.5% | +13.5% | +1.0% | +1.3% |
| 1Y | +21.6% | +20.0% | +1.6% | +1.8% |
| 3Y | +95.7% | +77.2% | +18.5% | +12.2% |
| 5Y | +82.5% | +81.9% | +0.6% | +3.3% |
| 10Y | +398.6% | +314.1% | +84.6% | +28.8% |
| All | +688.4% | +739.4% | -51.0% | +4.4% |
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