+48.5%
IYJ vs SPY
+82.3%
-33.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.4% |
| 7D | -1.6% | -0.8% | -0.9% | -0.9% |
| 30D | -6.1% | -1.1% | -5.0% | -5.1% |
| 3M | +0.4% | +3.9% | -3.5% | -3.2% |
| 6M | +3.8% | +13.6% | -9.9% | -8.1% |
| YTD | +7.3% | +12.7% | -5.4% | -4.2% |
| 1Y | +9.2% | +17.5% | -8.3% | -6.3% |
| 3Y | +54.3% | +76.9% | -22.6% | -11.0% |
| All | +48.5% | +82.3% | -33.8% | -18.2% |
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