-99.2%
IVDA vs SPY
+82.0%
-181.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +7.5% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | +3.4% | +0.1% | +3.4% | +3.9% |
| 3M | -11.8% | +2.0% | -13.8% | -12.4% |
| 6M | -3.2% | +13.0% | -16.2% | -11.1% |
| YTD | -64.3% | +13.5% | -77.8% | -67.2% |
| 1Y | -79.6% | +20.0% | -99.6% | -81.8% |
| 3Y | -95.7% | +77.2% | -172.9% | -97.0% |
| All | -99.2% | +82.0% | -181.3% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling