-99.8%
IZEA vs SPY
+620.4%
-720.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +1.0% |
| 7D | -1.7% | -2.0% | +0.3% | +0.6% |
| 30D | -17.1% | -1.7% | -15.4% | -15.5% |
| 3M | -18.7% | +4.7% | -23.4% | -22.9% |
| 6M | -16.1% | +12.5% | -28.7% | -26.8% |
| YTD | -32.4% | +11.7% | -44.1% | -40.6% |
| 1Y | -20.2% | +17.5% | -37.7% | -34.1% |
| 3Y | +39.6% | +76.6% | -36.9% | -30.6% |
| 5Y | -67.4% | +82.0% | -149.4% | -84.5% |
| 10Y | -88.1% | +317.1% | -405.2% | -98.4% |
| All | -99.8% | +620.4% | -720.2% | -100.0% |
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 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