+36.5%
IIF vs SPY
+67.0%
-30.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.9% | +2.6% |
| 7D | +5.3% | -4.7% | +10.0% | +7.7% |
| 30D | +5.5% | -5.9% | +11.4% | +8.5% |
| 3M | -3.8% | -4.5% | +0.8% | -1.7% |
| 6M | +2.1% | +1.8% | +0.4% | +1.1% |
| YTD | -10.2% | +8.3% | -18.5% | -13.7% |
| 1Y | -11.1% | +9.3% | -20.5% | -15.1% |
| 3Y | +40.5% | +74.9% | -34.3% | +6.0% |
| 5Y | +36.5% | +67.3% | -30.7% | +5.1% |
| All | +36.5% | +67.0% | -30.5% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling