-98.4%
IVDA vs SPY
+312.5%
-410.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -6.4% |
| 7D | +3.7% | -0.4% | +4.1% | +3.9% |
| 30D | -6.7% | -1.4% | -5.3% | -5.6% |
| 3M | +3.7% | +3.7% | 0.0% | +2.1% |
| 6M | -6.7% | +13.0% | -19.7% | -12.1% |
| YTD | -66.7% | +12.4% | -79.1% | -68.4% |
| 1Y | -80.8% | +18.5% | -99.4% | -82.2% |
| 3Y | -95.7% | +77.6% | -173.3% | -96.7% |
| 5Y | -99.3% | +81.7% | -181.0% | -99.5% |
| 10Y | -98.4% | +319.7% | -418.0% | -98.2% |
| All | -98.4% | +312.5% | -410.9% | -98.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling