+609.0%
IVE vs SPY
+742.7%
-133.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.6% | +1.4% |
| 7D | -2.0% | -4.7% | +2.7% | +2.5% |
| 30D | +2.1% | -5.9% | +8.0% | +8.0% |
| 3M | +1.0% | -4.5% | +5.5% | +5.3% |
| 6M | +6.5% | +1.8% | +4.7% | +4.2% |
| YTD | +12.8% | +8.3% | +4.5% | +3.9% |
| 1Y | +15.3% | +9.3% | +6.0% | +5.2% |
| 3Y | +58.8% | +74.9% | -16.1% | -9.1% |
| 5Y | +68.0% | +67.3% | +0.7% | -0.8% |
| 10Y | +217.5% | +311.6% | -94.1% | -23.2% |
| All | +609.0% | +742.7% | -133.7% | -21.1% |
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