-96.1%
IVDA vs SPY
+78.1%
-174.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | 0.0% | +2.6% | -2.6% | -2.7% |
| 30D | -13.0% | -2.0% | -11.1% | -10.2% |
| 3M | -62.3% | -2.8% | -59.5% | -60.5% |
| 6M | -28.6% | +2.1% | -30.7% | -28.1% |
| YTD | -76.2% | +11.5% | -87.7% | -77.8% |
| 1Y | -76.2% | +13.5% | -89.7% | -78.1% |
| 3Y | -96.1% | +77.7% | -173.8% | -95.6% |
| All | -96.1% | +78.1% | -174.2% | -95.6% |
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