-30.0%
ILIT vs SPY
+78.1%
-108.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.4% |
| 7D | -6.1% | +2.6% | -8.7% | -9.0% |
| 30D | -12.2% | -2.0% | -10.3% | -10.2% |
| 3M | -35.6% | -2.8% | -32.8% | -33.4% |
| 6M | -55.8% | +2.1% | -57.9% | -56.7% |
| YTD | -37.3% | +11.5% | -48.8% | -44.2% |
| 1Y | -32.7% | +13.5% | -46.2% | -41.2% |
| 3Y | -30.0% | +77.7% | -107.7% | -68.6% |
| All | -30.0% | +78.1% | -108.1% | -68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling