+57.5%
IVES vs SPY
+30.1%
+27.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.5% |
| 7D | +2.6% | +0.5% | +2.1% | +1.6% |
| 30D | +2.9% | -0.9% | +3.8% | +4.7% |
| 3M | +5.5% | +3.9% | +1.6% | -1.1% |
| 6M | +33.2% | +14.5% | +18.7% | +6.3% |
| YTD | +26.0% | +12.9% | +13.1% | +3.4% |
| 1Y | +36.2% | +19.4% | +16.8% | +3.1% |
| All | +57.5% | +30.1% | +27.4% | +5.2% |
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