-52.2%
ILIT vs SPY
+81.0%
-133.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | -1.4% |
| 7D | +5.8% | +0.1% | +5.7% | +5.4% |
| 30D | -14.0% | -3.3% | -10.7% | -10.5% |
| 3M | -29.8% | -2.4% | -27.3% | -27.7% |
| 6M | -53.6% | +2.6% | -56.2% | -54.8% |
| YTD | -32.3% | +11.2% | -43.5% | -39.6% |
| 1Y | -18.2% | +13.4% | -31.6% | -28.7% |
| 3Y | -25.9% | +79.9% | -105.8% | -63.8% |
| All | -52.2% | +81.0% | -133.2% | -77.0% |
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 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