+743.8%
ILF vs SPY
+969.9%
-226.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.5% |
| 7D | +1.8% | -0.6% | +2.3% | +2.3% |
| 30D | -15.1% | -3.7% | -11.4% | -11.6% |
| 3M | -6.1% | -2.7% | -3.4% | -3.4% |
| 6M | -9.9% | +2.2% | -12.1% | -12.6% |
| YTD | +7.8% | +10.8% | -3.1% | -4.7% |
| 1Y | +10.2% | +11.2% | -1.0% | -3.0% |
| 3Y | +42.4% | +76.5% | -34.1% | -29.1% |
| 5Y | +82.4% | +72.9% | +9.5% | -10.3% |
| 10Y | +88.3% | +304.8% | -216.5% | -67.4% |
| All | +743.8% | +969.9% | -226.1% | -41.6% |
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