+141.9%
IYK vs SPY
+322.5%
-180.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | -1.1% | -0.8% | -0.3% | -0.6% |
| 30D | -0.3% | -1.1% | +0.8% | +0.3% |
| 3M | +1.0% | +3.9% | -2.9% | -1.5% |
| 6M | +2.6% | +13.6% | -11.0% | -5.5% |
| YTD | +11.2% | +12.7% | -1.5% | +2.8% |
| 1Y | +7.9% | +17.5% | -9.6% | -3.1% |
| 3Y | +22.3% | +76.9% | -54.6% | -18.7% |
| 5Y | +34.7% | +83.6% | -48.9% | -14.5% |
| All | +141.9% | +322.5% | -180.6% | -20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling