+1,432.3%
IIF vs SPY
+2,801.2%
-1,368.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -1.0% | +0.1% | -1.1% | -1.1% |
| 3M | +7.6% | +2.0% | +5.7% | +5.6% |
| 6M | 0.0% | +13.0% | -13.1% | -10.2% |
| YTD | -7.6% | +13.5% | -21.2% | -17.3% |
| 1Y | -6.8% | +20.0% | -26.8% | -20.7% |
| 3Y | +40.7% | +77.2% | -36.5% | -17.0% |
| 5Y | +39.2% | +81.9% | -42.7% | -22.1% |
| 10Y | +108.8% | +314.1% | -205.2% | -48.1% |
| All | +1,432.3% | +2,801.2% | -1,368.9% | -5.2% |
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