-47.8%
IFRX vs SPY
+76.5%
-124.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.2% |
| 7D | -8.7% | -0.4% | -8.4% | -8.4% |
| 30D | +6.6% | -1.4% | +8.0% | +8.3% |
| 3M | +25.9% | +3.7% | +22.2% | +20.8% |
| 6M | +119.8% | +13.0% | +106.8% | +93.5% |
| YTD | +106.9% | +12.4% | +94.5% | +83.5% |
| 1Y | +36.6% | +18.5% | +18.1% | +17.4% |
| All | -47.8% | +76.5% | -124.3% | -62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling