+7.4%
IIIN vs SPY
+78.1%
-70.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | +4.3% | +2.6% | +1.7% | +1.8% |
| 30D | -6.2% | -2.0% | -4.2% | -4.3% |
| 3M | -14.8% | -2.8% | -12.0% | -12.3% |
| 6M | +5.1% | +2.1% | +3.0% | +3.4% |
| YTD | -11.6% | +11.5% | -23.1% | -20.0% |
| 1Y | -10.4% | +13.5% | -23.9% | -20.2% |
| 3Y | +7.4% | +77.7% | -70.3% | -41.6% |
| All | +7.4% | +78.1% | -70.7% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling