-66.2%
IVA vs SPY
+81.8%
-148.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | -2.1% | +0.5% | -2.6% | -2.3% |
| 30D | -2.7% | -0.9% | -1.8% | -2.4% |
| 3M | +19.4% | +3.9% | +15.6% | +17.8% |
| 6M | -23.8% | +14.5% | -38.3% | -27.2% |
| YTD | +0.4% | +12.9% | -12.5% | -3.6% |
| 1Y | -13.0% | +19.4% | -32.4% | -17.6% |
| 3Y | +31.9% | +78.5% | -46.5% | +19.9% |
| All | -66.2% | +81.8% | -148.0% | -68.2% |
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