-100.0%
INLF vs SPY
+32.2%
-132.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.2% |
| 7D | -8.9% | +0.5% | -9.5% | -9.7% |
| 30D | -18.6% | -0.9% | -17.7% | -17.7% |
| 3M | -99.6% | +3.9% | -103.4% | -99.5% |
| 6M | -99.7% | +14.5% | -114.2% | -99.7% |
| YTD | -99.8% | +12.9% | -112.7% | -99.8% |
| 1Y | -99.9% | +19.4% | -119.2% | -99.9% |
| All | -100.0% | +32.2% | -132.2% | -100.0% |
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 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