+111.3%
IVAL vs SPY
+352.2%
-240.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -1.4% | -2.7% | +1.3% | +0.6% |
| 30D | +1.0% | -5.4% | +6.3% | +5.2% |
| 3M | -0.3% | -4.1% | +3.8% | +2.7% |
| 6M | +4.0% | +0.7% | +3.3% | +3.0% |
| YTD | +17.5% | +8.7% | +8.9% | +9.6% |
| 1Y | +24.6% | +10.9% | +13.7% | +14.4% |
| 3Y | +73.0% | +75.0% | -2.0% | +9.1% |
| 5Y | +68.6% | +67.8% | +0.8% | +9.0% |
| 10Y | +105.1% | +312.9% | -207.7% | -37.4% |
| All | +111.3% | +352.2% | -240.9% | -39.0% |
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