-72.3%
IVA vs SPY
+74.6%
-146.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.0% |
| 7D | +3.6% | -0.9% | +4.5% | +4.0% |
| 30D | +28.5% | -2.4% | +30.9% | +29.7% |
| 3M | -15.0% | -1.2% | -13.9% | -14.6% |
| 6M | -30.9% | +3.3% | -34.2% | -31.6% |
| YTD | -13.8% | +12.3% | -26.1% | -17.0% |
| 1Y | +3.6% | +12.4% | -8.8% | -0.3% |
| 3Y | +8.7% | +78.8% | -70.1% | -0.6% |
| 5Y | -72.3% | +75.2% | -147.5% | -73.4% |
| All | -72.3% | +74.6% | -146.9% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling