+116.8%
IVAL vs SPY
+372.5%
-255.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +2.5% | +0.1% | +2.4% | +2.4% |
| 3M | +6.3% | +2.0% | +4.3% | +4.5% |
| 6M | +8.4% | +13.0% | -4.7% | -1.7% |
| YTD | +20.6% | +13.5% | +7.0% | +8.9% |
| 1Y | +28.3% | +20.0% | +8.3% | +10.9% |
| 3Y | +71.8% | +77.2% | -5.4% | +7.6% |
| 5Y | +66.0% | +81.9% | -15.9% | +0.8% |
| 10Y | +113.9% | +314.1% | -200.2% | -34.6% |
| All | +116.8% | +372.5% | -255.7% | -39.4% |
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 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