+447.7%
IFF vs SPY
+3,074.3%
-2,626.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | -0.2% | +0.5% | -0.7% | -0.6% |
| 30D | -0.3% | -0.9% | +0.6% | +0.4% |
| 3M | +18.6% | +3.9% | +14.7% | +15.1% |
| 6M | +17.4% | +14.5% | +2.8% | +6.0% |
| YTD | +28.5% | +12.9% | +15.6% | +17.1% |
| 1Y | +32.5% | +19.4% | +13.2% | +15.7% |
| 3Y | +34.1% | +78.5% | -44.4% | -14.7% |
| 5Y | -35.2% | +81.8% | -116.9% | -59.1% |
| 10Y | -21.1% | +311.5% | -332.6% | -72.7% |
| All | +447.7% | +3,074.3% | -2,626.6% | -49.8% |
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