+809.3%
IYK vs SPY
+716.4%
+93.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.8% |
| 7D | -2.9% | -0.4% | -2.6% | -2.7% |
| 30D | -1.1% | -1.4% | +0.2% | -0.3% |
| 3M | +1.7% | +3.7% | -2.0% | -0.8% |
| 6M | +0.6% | +13.0% | -12.4% | -7.2% |
| YTD | +10.7% | +12.4% | -1.7% | +2.3% |
| 1Y | +7.8% | +18.5% | -10.8% | -3.9% |
| 3Y | +23.0% | +77.6% | -54.7% | -17.0% |
| 5Y | +33.5% | +81.7% | -48.2% | -12.7% |
| 10Y | +145.6% | +319.7% | -174.1% | -6.5% |
| All | +809.3% | +716.4% | +93.0% | +98.2% |
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 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