-60.7%
IVR vs SPY
+1,029.0%
-1,089.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.8% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -1.5% | +0.1% | -1.6% | -1.6% |
| 3M | -4.1% | +2.0% | -6.1% | -6.1% |
| 6M | -5.3% | +13.0% | -18.3% | -15.9% |
| YTD | -3.4% | +13.5% | -17.0% | -14.8% |
| 1Y | +11.1% | +20.0% | -8.9% | -7.2% |
| 3Y | +12.6% | +77.2% | -64.6% | -35.9% |
| 5Y | -42.2% | +81.9% | -124.1% | -67.5% |
| 10Y | -81.9% | +314.1% | -395.9% | -94.8% |
| All | -60.7% | +1,029.0% | -1,089.7% | -94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling