+169.0%
IFRA vs SPY
+225.4%
-56.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.4% | -0.2% |
| 7D | +0.3% | -0.9% | +1.2% | +1.1% |
| 30D | +1.8% | -2.4% | +4.1% | +3.8% |
| 3M | -4.6% | -1.2% | -3.5% | -3.8% |
| 6M | -5.4% | +3.3% | -8.7% | -8.4% |
| YTD | +11.8% | +12.3% | -0.5% | +0.3% |
| 1Y | +12.3% | +12.4% | -0.1% | +0.7% |
| 3Y | +71.2% | +78.8% | -7.7% | -0.3% |
| 5Y | +69.3% | +75.2% | -5.9% | -0.4% |
| All | +169.0% | +225.4% | -56.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling