-92.9%
IZM vs SPY
+105.4%
-198.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | -0.2% |
| 7D | -2.9% | -2.0% | -0.9% | -3.7% |
| 30D | -11.0% | -1.7% | -9.4% | -11.6% |
| 3M | -70.0% | +4.7% | -74.7% | -69.3% |
| 6M | -61.0% | +12.5% | -73.5% | -58.5% |
| YTD | -90.8% | +11.7% | -102.5% | -90.2% |
| 1Y | -90.5% | +17.5% | -108.0% | -89.8% |
| 3Y | -97.7% | +76.6% | -174.2% | -97.0% |
| All | -92.9% | +105.4% | -198.3% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling