+1,389.8%
IIF vs SPY
+2,668.0%
-1,278.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.9% | +4.2% |
| 7D | +5.3% | -4.7% | +10.0% | +9.6% |
| 30D | +5.5% | -5.9% | +11.4% | +10.9% |
| 3M | -3.8% | -4.5% | +0.8% | -0.1% |
| 6M | +2.1% | +1.8% | +0.4% | +0.1% |
| YTD | -10.2% | +8.3% | -18.5% | -16.5% |
| 1Y | -11.1% | +9.3% | -20.5% | -18.2% |
| 3Y | +40.5% | +74.9% | -34.3% | -16.3% |
| 5Y | +36.5% | +67.3% | -30.7% | -17.8% |
| 10Y | +112.4% | +311.6% | -199.2% | -47.2% |
| All | +1,389.8% | +2,668.0% | -1,278.1% | -4.3% |
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