+139.6%
INTF vs SPY
+335.0%
-195.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -0.4% | -0.4% | 0.0% | -0.1% |
| 30D | -0.6% | -1.4% | +0.8% | +0.5% |
| 3M | +6.0% | +3.7% | +2.3% | +2.9% |
| 6M | +10.3% | +13.0% | -2.7% | +0.1% |
| YTD | +15.0% | +12.4% | +2.6% | +4.8% |
| 1Y | +23.3% | +18.5% | +4.8% | +7.7% |
| 3Y | +78.4% | +77.6% | +0.8% | +11.6% |
| 5Y | +66.0% | +81.7% | -15.7% | +1.0% |
| 10Y | +151.2% | +319.7% | -168.4% | -23.2% |
| All | +139.6% | +335.0% | -195.5% | -28.4% |
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