+20.4%
IIPR vs SPY
+9.8%
+10.6%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | +0.9% |
| 7D | +3.4% | -4.7% | +8.2% | +6.6% |
| 30D | +10.0% | -5.9% | +15.9% | +14.2% |
| 3M | -2.0% | -4.5% | +2.5% | +0.7% |
| 6M | -2.1% | +1.8% | -3.9% | -4.4% |
| YTD | +29.6% | +8.3% | +21.2% | +21.6% |
| 1Y | +20.4% | +9.3% | +11.0% | +11.7% |
| All | +20.4% | +9.8% | +10.6% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling