+1,423.7%
IIF vs SPY
+2,676.6%
-1,252.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.0% |
| 7D | +7.2% | -2.7% | +9.9% | +9.6% |
| 30D | +8.6% | -5.4% | +14.0% | +13.7% |
| 3M | -1.3% | -4.1% | +2.8% | +2.0% |
| 6M | +2.0% | +0.7% | +1.3% | +1.0% |
| YTD | -8.1% | +8.7% | -16.8% | -14.8% |
| 1Y | -8.0% | +10.9% | -18.9% | -16.3% |
| 3Y | +43.2% | +75.0% | -31.8% | -14.8% |
| 5Y | +39.6% | +67.8% | -28.2% | -16.1% |
| 10Y | +117.2% | +312.9% | -195.7% | -46.2% |
| All | +1,423.7% | +2,676.6% | -1,252.9% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling