+39.3%
IIIN vs SPY
+315.0%
-275.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.7% | +1.4% |
| 7D | -3.5% | +0.1% | -3.5% | -3.4% |
| 30D | -5.6% | -3.3% | -2.3% | -1.8% |
| 3M | -13.7% | -2.4% | -11.3% | -11.1% |
| 6M | +3.4% | +2.6% | +0.9% | +0.7% |
| YTD | -11.8% | +11.2% | -23.1% | -21.9% |
| 1Y | -7.8% | +13.4% | -21.2% | -20.1% |
| 3Y | +9.8% | +79.9% | -70.1% | -44.7% |
| 5Y | -16.9% | +72.2% | -89.1% | -56.0% |
| 10Y | +39.3% | +307.3% | -268.0% | -76.7% |
| All | +39.3% | +315.0% | -275.7% | -76.7% |
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