+134.2%
IIF vs SPY
+307.0%
-172.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +2.5% | +2.6% | -0.1% | +0.9% |
| 30D | +10.2% | -2.0% | +12.2% | +11.4% |
| 3M | +1.3% | -2.8% | +4.1% | +2.9% |
| 6M | +8.6% | +2.1% | +6.5% | +7.0% |
| YTD | -5.8% | +11.5% | -17.3% | -12.0% |
| 1Y | -4.9% | +13.5% | -18.3% | -12.1% |
| 3Y | +45.6% | +77.7% | -32.1% | +0.5% |
| 5Y | +41.0% | +72.6% | -31.6% | -1.8% |
| All | +134.2% | +307.0% | -172.9% | -14.4% |
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