+93.8%
IFLN vs SPY
+634.2%
-540.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | -0.2% | -0.4% | +0.1% | -0.1% |
| 30D | -0.2% | -1.4% | +1.2% | +0.3% |
| 3M | +0.8% | +3.7% | -2.9% | -0.5% |
| 6M | +1.9% | +13.0% | -11.1% | -2.3% |
| YTD | +1.2% | +12.4% | -11.2% | -2.8% |
| 1Y | +3.2% | +18.5% | -15.3% | -2.6% |
| 3Y | +23.6% | +77.6% | -54.1% | +1.0% |
| 5Y | +17.4% | +81.7% | -64.3% | -5.6% |
| 10Y | +51.4% | +319.7% | -268.2% | -11.7% |
| All | +93.8% | +634.2% | -540.4% | -22.2% |
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