+123.2%
IIF vs SPY
+315.0%
-191.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.4% | +0.9% | +1.9% |
| 7D | +9.1% | +0.1% | +9.0% | +8.9% |
| 30D | +13.0% | -3.3% | +16.3% | +15.1% |
| 3M | +1.5% | -2.4% | +4.0% | +2.9% |
| 6M | +5.5% | +2.6% | +3.0% | +3.7% |
| YTD | -5.1% | +11.2% | -16.3% | -11.2% |
| 1Y | -4.4% | +13.4% | -17.8% | -11.6% |
| 3Y | +48.2% | +79.9% | -31.7% | +1.4% |
| 5Y | +43.9% | +72.2% | -28.2% | +0.4% |
| 10Y | +123.2% | +307.3% | -184.2% | -20.6% |
| All | +123.2% | +315.0% | -191.9% | -20.6% |
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 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