+440.9%
IIPR vs SPY
+288.9%
+152.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | +3.0% |
| 7D | +3.4% | -4.7% | +8.2% | +8.9% |
| 30D | +10.0% | -5.9% | +15.9% | +17.3% |
| 3M | -2.0% | -4.5% | +2.5% | +2.8% |
| 6M | -2.1% | +1.8% | -3.9% | -4.7% |
| YTD | +29.6% | +8.3% | +21.2% | +17.7% |
| 1Y | +20.4% | +9.3% | +11.0% | +8.0% |
| 3Y | -3.8% | +74.9% | -78.7% | -51.0% |
| 5Y | -67.5% | +67.3% | -134.8% | -82.2% |
| All | +440.9% | +288.9% | +152.0% | +68.2% |
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 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