-30.3%
IVA vs SPY
+18.1%
-48.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -4.1% |
| 7D | -15.9% | -0.8% | -15.1% | -15.0% |
| 30D | -14.1% | -1.1% | -13.0% | -12.8% |
| 3M | +5.8% | +3.9% | +1.9% | -0.2% |
| 6M | -39.4% | +13.6% | -53.0% | -49.9% |
| YTD | -13.5% | +12.7% | -26.2% | -28.7% |
| 1Y | -30.3% | +17.5% | -47.8% | -47.6% |
| All | -30.3% | +18.1% | -48.5% | -47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling