+418.6%
IIPR vs SPY
+300.2%
+118.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.1% |
| 7D | -3.3% | +2.6% | -5.9% | -6.0% |
| 30D | +3.1% | -2.0% | +5.1% | +5.1% |
| 3M | -4.5% | -2.8% | -1.7% | -1.9% |
| 6M | +3.1% | +2.1% | +1.0% | 0.0% |
| YTD | +24.2% | +11.5% | +12.7% | +9.3% |
| 1Y | +22.1% | +13.5% | +8.7% | +5.2% |
| 3Y | 0.0% | +77.7% | -77.7% | -49.9% |
| 5Y | -69.5% | +72.6% | -142.1% | -83.9% |
| All | +418.6% | +300.2% | +118.4% | +56.2% |
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 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