+106.5%
IFS vs SPY
+187.5%
-81.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | -5.9% | +0.1% | -6.0% | -6.0% |
| 3M | +15.0% | +2.0% | +13.1% | +13.6% |
| 6M | +24.2% | +13.0% | +11.2% | +15.2% |
| YTD | +37.0% | +13.5% | +23.4% | +26.7% |
| 1Y | +42.4% | +20.0% | +22.5% | +27.4% |
| 3Y | +166.8% | +77.2% | +89.6% | +85.9% |
| 5Y | +238.9% | +81.9% | +157.0% | +129.9% |
| All | +106.5% | +187.5% | -81.0% | -0.1% |
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