+199.6%
IYE vs SPY
+82.3%
+117.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.2% |
| 7D | +1.6% | -0.8% | +2.4% | +2.1% |
| 30D | +6.2% | -1.1% | +7.3% | +6.8% |
| 3M | +14.3% | +3.9% | +10.4% | +11.2% |
| 6M | +15.5% | +13.6% | +1.9% | +5.3% |
| YTD | +46.3% | +12.7% | +33.6% | +34.0% |
| 1Y | +48.8% | +17.5% | +31.3% | +32.1% |
| 3Y | +56.3% | +76.9% | -20.6% | +2.9% |
| All | +199.6% | +82.3% | +117.3% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling