-91.3%
IZM vs SPY
+18.1%
-109.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.9% | -9.0% | -7.0% |
| 7D | -7.8% | -0.8% | -7.0% | -8.6% |
| 30D | -27.6% | -1.1% | -26.6% | -28.6% |
| 3M | -55.1% | +3.9% | -59.0% | -52.8% |
| 6M | -62.3% | +13.6% | -75.9% | -48.5% |
| YTD | -91.5% | +12.7% | -104.2% | -88.4% |
| 1Y | -91.3% | +17.5% | -108.8% | -87.7% |
| All | -91.3% | +18.1% | -109.4% | -87.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling