+997.4%
IIIN vs SPY
+2,954.7%
-1,957.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -1.0% |
| 7D | -6.0% | -2.7% | -3.3% | -3.7% |
| 30D | -9.6% | -5.4% | -4.2% | -5.1% |
| 3M | -17.2% | -4.1% | -13.1% | -14.0% |
| 6M | +0.3% | +0.7% | -0.4% | -0.1% |
| YTD | -15.3% | +8.7% | -24.0% | -21.1% |
| 1Y | -11.3% | +10.9% | -22.2% | -18.8% |
| 3Y | +2.9% | +75.0% | -72.0% | -36.3% |
| 5Y | -18.0% | +67.8% | -85.8% | -47.2% |
| 10Y | +54.4% | +312.9% | -258.5% | -49.3% |
| All | +997.4% | +2,954.7% | -1,957.3% | +73.3% |
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