-97.7%
IZM vs SPY
+76.5%
-174.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.8% |
| 7D | -4.9% | -0.4% | -4.5% | -5.0% |
| 30D | -7.1% | -1.4% | -5.8% | -7.4% |
| 3M | -42.9% | +3.7% | -46.6% | -42.0% |
| 6M | -61.6% | +13.0% | -74.6% | -60.1% |
| YTD | -90.8% | +12.4% | -103.2% | -90.4% |
| 1Y | -90.5% | +18.5% | -109.1% | -90.2% |
| All | -97.7% | +76.5% | -174.3% | -97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling