+443.2%
IIPR vs SPY
+299.3%
+143.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | -1.3% |
| 7D | +2.1% | +0.1% | +2.0% | +1.8% |
| 30D | +7.2% | -3.3% | +10.5% | +10.9% |
| 3M | -2.7% | -2.4% | -0.3% | -0.4% |
| 6M | +3.6% | +2.6% | +1.0% | 0.0% |
| YTD | +30.1% | +11.2% | +18.9% | +14.8% |
| 1Y | +24.5% | +13.4% | +11.1% | +7.3% |
| 3Y | +3.6% | +79.9% | -76.3% | -48.9% |
| 5Y | -68.1% | +72.2% | -140.3% | -83.1% |
| All | +443.2% | +299.3% | +143.9% | +64.1% |
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