+18.0%
IVR vs SPY
+78.1%
-60.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | -6.8% | +2.6% | -9.4% | -8.7% |
| 30D | -7.3% | -2.0% | -5.4% | -6.1% |
| 3M | -28.7% | -2.8% | -25.9% | -27.2% |
| 6M | -31.7% | +2.1% | -33.8% | -33.0% |
| YTD | -29.6% | +11.5% | -41.1% | -35.7% |
| 1Y | -19.4% | +13.5% | -32.9% | -27.5% |
| 3Y | +18.0% | +77.7% | -59.7% | -40.3% |
| All | +18.0% | +78.1% | -60.1% | -40.3% |
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