-69.2%
IVA vs SPY
+161.8%
-231.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.6% | -6.4% | -6.7% |
| 7D | -14.5% | -2.0% | -12.5% | -13.7% |
| 30D | -12.3% | -1.7% | -10.6% | -11.7% |
| 3M | +9.5% | +4.7% | +4.8% | +7.5% |
| 6M | -37.1% | +12.5% | -49.6% | -39.8% |
| YTD | -11.0% | +11.7% | -22.7% | -14.7% |
| 1Y | -25.1% | +17.5% | -42.6% | -29.2% |
| 3Y | +16.9% | +76.6% | -59.6% | +0.8% |
| 5Y | -70.4% | +82.0% | -152.5% | -74.0% |
| All | -69.2% | +161.8% | -231.0% | -82.6% |
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