-99.8%
IVDA vs SPY
+862.8%
-962.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +7.3% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | +3.4% | +0.1% | +3.4% | +3.7% |
| 3M | -11.8% | +2.0% | -13.8% | -12.1% |
| 6M | -3.2% | +13.0% | -16.2% | -8.3% |
| YTD | -64.3% | +13.5% | -77.8% | -66.1% |
| 1Y | -79.6% | +20.0% | -99.6% | -81.0% |
| 3Y | -95.7% | +77.2% | -172.9% | -96.7% |
| 5Y | -99.2% | +81.9% | -181.1% | -99.4% |
| 10Y | -98.4% | +314.1% | -412.4% | -99.1% |
| All | -99.8% | +862.8% | -962.6% | -99.9% |
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