+73.0%
IVAL vs SPY
+75.1%
-2.1%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -1.4% | -2.7% | +1.3% | +0.2% |
| 30D | +1.0% | -5.4% | +6.3% | +4.4% |
| 3M | -0.3% | -4.1% | +3.8% | +2.2% |
| 6M | +4.0% | +0.7% | +3.3% | +3.1% |
| YTD | +17.5% | +8.7% | +8.9% | +10.7% |
| 1Y | +24.6% | +10.9% | +13.7% | +15.8% |
| 3Y | +73.0% | +75.0% | -2.0% | +15.7% |
| All | +73.0% | +75.1% | -2.1% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling