+82.5%
IFV vs SPY
+311.3%
-228.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.7% |
| 7D | +2.4% | +0.5% | +1.8% | +1.9% |
| 30D | +1.4% | -0.9% | +2.3% | +2.2% |
| 3M | -1.1% | +3.9% | -5.0% | -4.2% |
| 6M | +3.5% | +14.5% | -11.0% | -7.3% |
| YTD | +7.6% | +12.9% | -5.3% | -2.5% |
| 1Y | +11.7% | +19.4% | -7.6% | -3.4% |
| 3Y | +56.1% | +78.5% | -22.3% | -5.7% |
| 5Y | +25.4% | +81.8% | -56.4% | -26.6% |
| 10Y | +82.5% | +311.5% | -229.0% | -53.9% |
| All | +82.5% | +311.3% | -228.8% | -53.9% |
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 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