+54.9%
IYM vs SPY
+80.7%
-25.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.6% |
| 7D | -3.3% | -2.0% | -1.3% | -1.5% |
| 30D | -2.2% | -1.7% | -0.5% | -0.7% |
| 3M | +4.7% | +4.7% | -0.1% | +0.3% |
| 6M | +5.3% | +12.5% | -7.2% | -5.3% |
| YTD | +21.5% | +11.7% | +9.7% | +9.9% |
| 1Y | +27.5% | +17.5% | +10.0% | +10.3% |
| 3Y | +48.6% | +76.6% | -27.9% | -12.3% |
| All | +54.9% | +80.7% | -25.8% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling