-52.7%
ILIT vs SPY
+82.8%
-135.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | -0.3% |
| 7D | +1.0% | -0.9% | +1.9% | +1.9% |
| 30D | -11.1% | -2.4% | -8.8% | -8.6% |
| 3M | -30.4% | -1.2% | -29.3% | -29.5% |
| 6M | -54.2% | +3.3% | -57.5% | -55.8% |
| YTD | -33.1% | +12.3% | -45.4% | -41.0% |
| 1Y | -23.1% | +12.4% | -35.5% | -32.3% |
| 3Y | -25.9% | +78.8% | -104.7% | -63.5% |
| All | -52.7% | +82.8% | -135.5% | -77.5% |
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