-72.6%
IVA vs SPY
+161.3%
-233.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -5.0% |
| 7D | -3.2% | +2.6% | -5.8% | -4.2% |
| 30D | +28.2% | -2.0% | +30.2% | +29.4% |
| 3M | -20.0% | -2.8% | -17.2% | -19.0% |
| 6M | -33.6% | +2.1% | -35.7% | -34.1% |
| YTD | -20.9% | +11.5% | -32.3% | -24.1% |
| 1Y | -3.7% | +13.5% | -17.1% | -8.2% |
| 3Y | -0.9% | +77.7% | -78.6% | -14.6% |
| 5Y | -73.4% | +72.6% | -146.0% | -75.7% |
| All | -72.6% | +161.3% | -233.8% | -84.5% |
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