+47.8%
IYZ vs SPY
+783.2%
-735.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -0.7% | +0.1% | -0.7% | -0.7% |
| 3M | -3.4% | +2.0% | -5.4% | -5.1% |
| 6M | +6.1% | +13.0% | -6.9% | -5.3% |
| YTD | +26.9% | +13.5% | +13.3% | +12.8% |
| 1Y | +36.4% | +20.0% | +16.5% | +15.3% |
| 3Y | +99.9% | +77.2% | +22.7% | +16.6% |
| 5Y | +37.5% | +81.9% | -44.4% | -22.2% |
| 10Y | +68.4% | +314.1% | -245.7% | -57.1% |
| All | +47.8% | +783.2% | -735.5% | -82.5% |
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