-98.4%
IVDA vs SPY
+312.5%
-410.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.5% | -5.7% |
| 7D | +4.5% | -0.4% | +4.9% | +4.8% |
| 30D | -5.9% | -1.4% | -4.6% | -4.8% |
| 3M | +4.5% | +3.7% | +0.8% | +2.9% |
| 6M | -5.9% | +13.0% | -18.9% | -11.4% |
| YTD | -66.4% | +12.4% | -78.8% | -68.2% |
| 1Y | -80.7% | +18.5% | -99.2% | -82.1% |
| 3Y | -95.6% | +77.6% | -173.3% | -96.7% |
| 5Y | -99.3% | +81.7% | -181.0% | -99.5% |
| 10Y | -98.4% | +319.7% | -418.0% | -98.1% |
| All | -98.4% | +312.5% | -410.9% | -98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling