+209.6%
IVE vs SPY
+311.8%
-102.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.3% |
| 7D | -0.2% | -0.9% | +0.7% | +0.5% |
| 30D | +3.8% | -2.4% | +6.1% | +5.8% |
| 3M | +3.1% | -1.2% | +4.2% | +4.0% |
| 6M | +8.9% | +3.3% | +5.6% | +5.5% |
| YTD | +15.8% | +12.3% | +3.5% | +4.1% |
| 1Y | +16.8% | +12.4% | +4.4% | +4.8% |
| 3Y | +62.0% | +78.8% | -16.8% | -5.3% |
| 5Y | +73.1% | +75.2% | -2.0% | +2.4% |
| 10Y | +209.6% | +311.1% | -101.5% | -19.7% |
| All | +209.6% | +311.8% | -102.1% | -19.7% |
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