+46.7%
IFLO vs SPY
+26.9%
+19.8%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.2% |
| 7D | -2.1% | -0.8% | -1.3% | -1.5% |
| 30D | +1.5% | -1.1% | +2.5% | +2.3% |
| 3M | +9.1% | +3.9% | +5.3% | +5.8% |
| 6M | +20.5% | +13.6% | +6.9% | +8.7% |
| YTD | +29.9% | +12.7% | +17.2% | +17.7% |
| 1Y | +33.7% | +17.5% | +16.2% | +17.0% |
| All | +46.7% | +26.9% | +19.8% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling