-1.7%
IFN vs SPY
+81.8%
-83.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.1% |
| 7D | -1.3% | +0.5% | -1.9% | -1.6% |
| 30D | -1.0% | -0.9% | 0.0% | -0.5% |
| 3M | +8.6% | +3.9% | +4.7% | +6.3% |
| 6M | -2.7% | +14.5% | -17.2% | -9.5% |
| YTD | -8.7% | +12.9% | -21.6% | -14.5% |
| 1Y | -14.6% | +19.4% | -34.0% | -22.4% |
| 3Y | -3.9% | +78.5% | -82.3% | -30.5% |
| 5Y | -1.7% | +81.8% | -83.4% | -30.1% |
| All | -1.7% | +81.8% | -83.4% | -30.1% |
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