+34.8%
IVES vs SPY
+25.2%
+9.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +1.8% |
| 7D | -8.3% | -2.7% | -5.6% | -3.4% |
| 30D | -18.9% | -5.4% | -13.5% | -9.8% |
| 3M | -10.2% | -4.1% | -6.1% | -2.5% |
| 6M | -3.6% | +0.7% | -4.4% | -3.5% |
| YTD | +7.8% | +8.7% | -0.9% | -4.5% |
| 1Y | +3.6% | +10.9% | -7.3% | -11.2% |
| All | +34.8% | +25.2% | +9.6% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling