-32.3%
ILIT vs SPY
+84.8%
-117.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.4% |
| 7D | -3.6% | +0.1% | -3.7% | -3.8% |
| 30D | +4.1% | +0.1% | +4.1% | +4.1% |
| 3M | -22.2% | +2.0% | -24.2% | -23.9% |
| 6M | -9.6% | +13.0% | -22.7% | -21.2% |
| YTD | -4.2% | +13.5% | -17.8% | -16.6% |
| 1Y | +51.3% | +20.0% | +31.4% | +24.4% |
| 3Y | -19.7% | +77.2% | -96.9% | -59.7% |
| All | -32.3% | +84.8% | -117.1% | -68.3% |
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