+102.4%
IFS vs SPY
+184.6%
-82.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -1.6% | -0.4% | -1.3% | -1.4% |
| 30D | -6.5% | -1.4% | -5.1% | -5.7% |
| 3M | +4.0% | +3.7% | +0.3% | +1.6% |
| 6M | +26.9% | +13.0% | +13.9% | +17.7% |
| YTD | +34.2% | +12.4% | +21.8% | +25.0% |
| 1Y | +39.5% | +18.5% | +20.9% | +25.6% |
| 3Y | +171.1% | +77.6% | +93.4% | +88.6% |
| 5Y | +231.6% | +81.7% | +150.0% | +125.0% |
| All | +102.4% | +184.6% | -82.2% | -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 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