+54.9%
IFV vs SPY
+80.4%
-25.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +1.3% | +0.1% | +1.2% | +1.2% |
| 3M | -4.8% | +2.0% | -6.8% | -6.0% |
| 6M | +0.4% | +13.0% | -12.6% | -7.2% |
| YTD | +7.3% | +13.5% | -6.2% | -1.1% |
| 1Y | +13.6% | +20.0% | -6.4% | +1.3% |
| All | +54.9% | +80.4% | -25.5% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling