+81.0%
IYLD vs SPY
+607.8%
-526.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +0.2% | -0.4% | +0.5% | +0.3% |
| 30D | +0.1% | -1.4% | +1.5% | +0.6% |
| 3M | +2.1% | +3.7% | -1.6% | +0.6% |
| 6M | +3.5% | +13.0% | -9.5% | -1.1% |
| YTD | +6.6% | +12.4% | -5.8% | +2.0% |
| 1Y | +10.4% | +18.5% | -8.1% | +3.5% |
| 3Y | +35.1% | +77.6% | -42.6% | +7.7% |
| 5Y | +17.4% | +81.7% | -64.3% | -8.2% |
| 10Y | +46.9% | +319.7% | -272.7% | -15.8% |
| All | +81.0% | +607.8% | -526.9% | -8.9% |
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