+17.4%
IVR vs SPY
+78.7%
-61.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.2% |
| 7D | -0.1% | +0.5% | -0.7% | -0.6% |
| 30D | -2.4% | -0.9% | -1.5% | -1.7% |
| 3M | -3.4% | +3.9% | -7.2% | -6.5% |
| 6M | -3.5% | +14.5% | -18.0% | -14.2% |
| YTD | -3.7% | +12.9% | -16.6% | -13.5% |
| 1Y | +12.0% | +19.4% | -7.3% | -4.3% |
| 3Y | +17.4% | +78.5% | -61.0% | -45.3% |
| All | +17.4% | +78.7% | -61.3% | -45.3% |
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