+1,200.1%
IAF vs SPY
+3,091.8%
-1,891.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +3.4% | +0.1% | +3.3% | +3.3% |
| 3M | +8.8% | +2.0% | +6.8% | +7.0% |
| 6M | +4.8% | +13.0% | -8.2% | -5.2% |
| YTD | +11.2% | +13.5% | -2.3% | +0.2% |
| 1Y | +8.5% | +20.0% | -11.4% | -6.6% |
| 3Y | +47.6% | +77.2% | -29.6% | -8.4% |
| 5Y | +20.3% | +81.9% | -61.6% | -27.4% |
| 10Y | +132.5% | +314.1% | -181.6% | -29.9% |
| All | +1,200.1% | +3,091.8% | -1,891.7% | +1.2% |
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