+113.4%
IIF vs SPY
+312.9%
-199.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.1% |
| 7D | +7.2% | -2.7% | +9.9% | +8.9% |
| 30D | +8.6% | -5.4% | +14.0% | +12.1% |
| 3M | -1.3% | -4.1% | +2.8% | +1.0% |
| 6M | +2.0% | +0.7% | +1.3% | +1.4% |
| YTD | -8.1% | +8.7% | -16.8% | -12.8% |
| 1Y | -8.0% | +10.9% | -18.9% | -13.8% |
| 3Y | +43.2% | +75.0% | -31.8% | -0.3% |
| 5Y | +39.6% | +67.8% | -28.2% | -1.1% |
| All | +113.4% | +312.9% | -199.4% | -22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling