-10.7%
IVEP vs SPY
+11.8%
-22.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.4% | +4.2% | +2.8% |
| 7D | -0.2% | +0.1% | -0.2% | -0.6% |
| 30D | -11.0% | -3.3% | -7.7% | -5.8% |
| 3M | -13.3% | -2.4% | -10.9% | -9.5% |
| 6M | -17.2% | +2.6% | -19.8% | -20.7% |
| All | -10.7% | +11.8% | -22.5% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling