+17.0%
IFRA vs SPY
+18.8%
-1.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.9% |
| 7D | +0.2% | -0.4% | +0.6% | +0.5% |
| 30D | -3.3% | -1.4% | -1.9% | -2.4% |
| 3M | -3.6% | +3.7% | -7.3% | -6.1% |
| 6M | +1.1% | +13.0% | -11.9% | -7.5% |
| YTD | +12.6% | +12.4% | +0.2% | +3.1% |
| 1Y | +17.0% | +18.5% | -1.5% | +1.4% |
| All | +17.0% | +18.8% | -1.8% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling