+167.6%
IFRA vs SPY
+223.8%
-56.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.7% |
| 7D | -1.4% | -2.0% | +0.5% | +0.3% |
| 30D | -5.1% | -1.7% | -3.5% | -3.7% |
| 3M | -2.9% | +4.7% | -7.7% | -7.0% |
| 6M | +0.9% | +12.5% | -11.6% | -9.4% |
| YTD | +11.2% | +11.7% | -0.5% | +0.4% |
| 1Y | +14.8% | +17.5% | -2.7% | -1.0% |
| 3Y | +61.4% | +76.6% | -15.2% | -4.8% |
| 5Y | +79.5% | +82.0% | -2.6% | +1.8% |
| All | +167.6% | +223.8% | -56.1% | -8.7% |
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