+606.1%
IVE vs SPY
+745.3%
-139.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.7% |
| 7D | -1.7% | -2.7% | +1.0% | +0.8% |
| 30D | +2.1% | -5.4% | +7.5% | +7.4% |
| 3M | +0.8% | -4.1% | +4.9% | +4.7% |
| 6M | +5.6% | +0.7% | +4.9% | +4.4% |
| YTD | +12.4% | +8.7% | +3.7% | +3.1% |
| 1Y | +15.7% | +10.9% | +4.8% | +4.1% |
| 3Y | +58.3% | +75.0% | -16.7% | -9.4% |
| 5Y | +67.3% | +67.8% | -0.5% | -1.5% |
| 10Y | +216.2% | +312.9% | -96.6% | -23.8% |
| All | +606.1% | +745.3% | -139.2% | -21.7% |
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 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