+91.1%
IFS vs SPY
+184.4%
-93.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.8% | +5.3% |
| 7D | +6.8% | -0.9% | +7.7% | +7.4% |
| 30D | -3.6% | -2.4% | -1.3% | -2.2% |
| 3M | -9.8% | -1.2% | -8.7% | -9.2% |
| 6M | +16.0% | +3.3% | +12.7% | +13.7% |
| YTD | +26.7% | +12.3% | +14.4% | +18.0% |
| 1Y | +31.8% | +12.4% | +19.3% | +22.7% |
| 3Y | +210.0% | +78.8% | +131.2% | +115.0% |
| 5Y | +162.7% | +75.2% | +87.6% | +82.6% |
| All | +91.1% | +184.4% | -93.3% | -6.9% |
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