+66.1%
IYZ vs SPY
+311.8%
-245.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +1.6% |
| 7D | +4.2% | -0.9% | +5.1% | +5.1% |
| 30D | -4.1% | -2.4% | -1.8% | -2.0% |
| 3M | -7.9% | -1.2% | -6.7% | -6.8% |
| 6M | -3.7% | +3.3% | -7.0% | -6.1% |
| YTD | +19.5% | +12.3% | +7.2% | +8.6% |
| 1Y | +26.3% | +12.4% | +13.9% | +14.7% |
| 3Y | +102.3% | +78.8% | +23.5% | +22.9% |
| 5Y | +36.5% | +75.2% | -38.7% | -16.0% |
| 10Y | +66.1% | +311.1% | -245.0% | -56.4% |
| All | +66.1% | +311.8% | -245.6% | -56.4% |
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