+440.0%
IIPR vs SPY
+307.6%
+132.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | +1.6% | +0.1% | +1.5% | +1.4% |
| 30D | -2.2% | +0.1% | -2.2% | -2.3% |
| 3M | +1.0% | +2.0% | -1.0% | -1.5% |
| 6M | +8.1% | +13.0% | -4.9% | -5.9% |
| YTD | +29.4% | +13.5% | +15.8% | +12.0% |
| 1Y | +16.5% | +20.0% | -3.5% | -5.4% |
| 3Y | -9.7% | +77.2% | -86.9% | -54.3% |
| 5Y | -64.5% | +81.9% | -146.4% | -82.2% |
| All | +440.0% | +307.6% | +132.4% | +60.0% |
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