-93.0%
IZM vs SPY
+108.7%
-201.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.5% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | -10.4% | +0.1% | -10.4% | -10.3% |
| 3M | -44.8% | +2.0% | -46.8% | -43.6% |
| 6M | -68.0% | +13.0% | -81.1% | -65.8% |
| YTD | -90.8% | +13.5% | -104.4% | -90.2% |
| 1Y | -90.6% | +20.0% | -110.5% | -89.8% |
| 3Y | -97.6% | +77.2% | -174.8% | -97.0% |
| All | -93.0% | +108.7% | -201.7% | -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 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