+117.1%
IFS vs SPY
+67.4%
+49.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.7% |
| 7D | -1.0% | -2.7% | +1.7% | +0.5% |
| 30D | -10.9% | -5.4% | -5.5% | -8.2% |
| 3M | -21.0% | -4.1% | -16.9% | -19.2% |
| 6M | +2.5% | +0.7% | +1.8% | +2.1% |
| YTD | +14.5% | +8.7% | +5.8% | +9.4% |
| 1Y | +11.2% | +10.9% | +0.3% | +5.1% |
| 3Y | +179.1% | +75.0% | +104.1% | +105.8% |
| All | +117.1% | +67.4% | +49.7% | +62.0% |
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