+56.9%
IZRL vs SPY
+233.2%
-176.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.8% |
| 7D | -0.3% | +0.5% | -0.9% | -0.9% |
| 30D | -3.5% | -0.9% | -2.6% | -2.6% |
| 3M | -3.8% | +3.9% | -7.7% | -7.1% |
| 6M | -1.4% | +14.5% | -15.9% | -13.0% |
| YTD | -3.3% | +12.9% | -16.2% | -13.6% |
| 1Y | +3.5% | +19.4% | -15.8% | -12.1% |
| 3Y | +57.5% | +78.5% | -20.9% | -8.2% |
| 5Y | -2.4% | +81.8% | -84.1% | -43.8% |
| All | +56.9% | +233.2% | -176.3% | -49.1% |
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