+206.4%
IVE vs SPY
+304.1%
-97.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +1.0% | -0.6% | +1.5% | +1.4% |
| 30D | +3.3% | -3.7% | +6.9% | +6.5% |
| 3M | +2.2% | -2.7% | +5.0% | +4.5% |
| 6M | +8.1% | +2.2% | +6.0% | +5.7% |
| YTD | +14.8% | +10.8% | +3.9% | +4.3% |
| 1Y | +16.8% | +11.2% | +5.6% | +5.8% |
| 3Y | +60.6% | +76.5% | -15.9% | -5.1% |
| 5Y | +71.3% | +72.9% | -1.6% | +2.4% |
| 10Y | +206.4% | +304.8% | -98.4% | -19.5% |
| All | +206.4% | +304.1% | -97.7% | -19.5% |
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 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