-64.4%
IVA vs SPY
+166.1%
-230.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.1% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +1.3% | +0.1% | +1.2% | +1.3% |
| 3M | +13.0% | +2.0% | +11.0% | +12.1% |
| 6M | -20.6% | +13.0% | -33.6% | -24.3% |
| YTD | +2.8% | +13.5% | -10.7% | -2.2% |
| 1Y | -14.6% | +20.0% | -34.6% | -20.0% |
| 3Y | +30.6% | +77.2% | -46.6% | +12.1% |
| 5Y | -65.4% | +81.9% | -147.2% | -69.4% |
| All | -64.4% | +166.1% | -230.5% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling