+51.5%
IFV vs SPY
+363.2%
-311.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +0.9% | -0.6% | +1.5% | +1.3% |
| 30D | -1.1% | -3.7% | +2.6% | +2.0% |
| 3M | -6.9% | -2.7% | -4.1% | -4.7% |
| 6M | -13.6% | +2.2% | -15.8% | -15.2% |
| YTD | -1.7% | +10.8% | -12.5% | -9.7% |
| 1Y | -0.3% | +11.2% | -11.6% | -8.8% |
| 3Y | +43.9% | +76.5% | -32.6% | -13.1% |
| 5Y | +16.5% | +72.9% | -56.5% | -29.4% |
| 10Y | +76.4% | +304.8% | -228.4% | -53.4% |
| All | +51.5% | +363.2% | -311.7% | -64.2% |
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