-11.3%
IIF vs SPY
+14.6%
-25.9%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +1.0% | +1.5% |
| 7D | +5.8% | -0.7% | +6.5% | +6.3% |
| 30D | +5.0% | -1.0% | +6.0% | +5.7% |
| 3M | -4.1% | -0.3% | -3.8% | -4.0% |
| 6M | +2.2% | +7.3% | -5.1% | -3.6% |
| YTD | -10.6% | +13.3% | -23.9% | -20.1% |
| 1Y | -11.3% | +14.8% | -26.1% | -21.1% |
| All | -11.3% | +14.6% | -25.9% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling