+65.4%
IFV vs SPY
+374.5%
-309.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.2% |
| 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% | -6.3% |
| 6M | +0.4% | +13.0% | -12.6% | -9.2% |
| YTD | +7.3% | +13.5% | -6.2% | -3.4% |
| 1Y | +13.6% | +20.0% | -6.4% | -2.4% |
| 3Y | +53.3% | +77.2% | -23.9% | -7.6% |
| 5Y | +23.8% | +81.9% | -58.1% | -28.3% |
| 10Y | +85.1% | +314.1% | -229.0% | -52.0% |
| All | +65.4% | +374.5% | -309.2% | -61.6% |
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