+236.0%
IFS vs SPY
+81.8%
+154.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.4% |
| 7D | -0.7% | +0.5% | -1.3% | -1.0% |
| 30D | -7.0% | -0.9% | -6.1% | -6.5% |
| 3M | +16.2% | +3.9% | +12.3% | +13.7% |
| 6M | +27.9% | +14.5% | +13.4% | +18.4% |
| YTD | +34.7% | +12.9% | +21.7% | +25.8% |
| 1Y | +40.2% | +19.4% | +20.9% | +27.0% |
| 3Y | +171.9% | +78.5% | +93.4% | +95.8% |
| 5Y | +236.0% | +81.8% | +154.2% | +132.2% |
| All | +236.0% | +81.8% | +154.2% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling