+619.3%
IYJ vs SPY
+704.8%
-85.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | -1.1% | -0.4% | -0.7% | -0.7% |
| 30D | -5.9% | -1.4% | -4.5% | -4.6% |
| 3M | -0.5% | +3.7% | -4.2% | -4.1% |
| 6M | +2.1% | +13.0% | -10.9% | -9.9% |
| YTD | +6.8% | +12.4% | -5.6% | -5.2% |
| 1Y | +10.3% | +18.5% | -8.2% | -7.2% |
| 3Y | +53.7% | +77.6% | -23.9% | -14.7% |
| 5Y | +47.0% | +81.7% | -34.7% | -20.5% |
| 10Y | +216.3% | +319.7% | -103.3% | -26.1% |
| All | +619.3% | +704.8% | -85.5% | -15.8% |
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