+49.6%
IFV vs SPY
+354.2%
-304.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | +0.2% | -2.7% | +2.9% | +2.5% |
| 30D | -2.8% | -5.4% | +2.6% | +1.8% |
| 3M | -7.9% | -4.1% | -3.8% | -4.6% |
| 6M | -15.0% | +0.7% | -15.7% | -15.4% |
| YTD | -2.9% | +8.7% | -11.6% | -9.3% |
| 1Y | -0.2% | +10.9% | -11.1% | -8.4% |
| 3Y | +42.8% | +75.0% | -32.2% | -13.2% |
| 5Y | +14.4% | +67.8% | -53.4% | -28.7% |
| 10Y | +70.3% | +312.9% | -242.6% | -56.0% |
| All | +49.6% | +354.2% | -304.5% | -64.0% |
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