+102.3%
IFN vs SPY
+311.8%
-209.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.0% |
| 7D | +4.8% | -0.9% | +5.7% | +5.3% |
| 30D | +10.7% | -2.4% | +13.1% | +12.2% |
| 3M | 0.0% | -1.2% | +1.2% | +0.6% |
| 6M | +4.5% | +3.3% | +1.2% | +2.4% |
| YTD | -7.1% | +12.3% | -19.4% | -13.2% |
| 1Y | -13.5% | +12.4% | -25.9% | -19.3% |
| 3Y | -2.1% | +78.8% | -80.9% | -31.2% |
| 5Y | -0.9% | +75.2% | -76.1% | -30.2% |
| 10Y | +102.3% | +311.1% | -208.8% | -15.0% |
| All | +102.3% | +311.8% | -209.5% | -15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling