+181.0%
IYM vs SPY
+322.5%
-141.5%
-42.8%
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% | -0.5% |
| 7D | -2.4% | -0.8% | -1.6% | -1.6% |
| 30D | -1.2% | -1.1% | -0.1% | -0.1% |
| 3M | +1.2% | +3.9% | -2.6% | -2.6% |
| 6M | +5.4% | +13.6% | -8.2% | -7.0% |
| YTD | +21.8% | +12.7% | +9.1% | +8.3% |
| 1Y | +25.6% | +17.5% | +8.1% | +7.2% |
| 3Y | +48.9% | +76.9% | -28.0% | -16.3% |
| 5Y | +55.4% | +83.6% | -28.2% | -16.3% |
| All | +181.0% | +322.5% | -141.5% | -36.4% |
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