-100.0%
IVF vs SPY
+150.9%
-250.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -2.8% | +0.5% | -3.3% | -3.1% |
| 30D | -7.4% | -0.9% | -6.4% | -7.0% |
| 3M | -24.5% | +3.9% | -28.3% | -26.8% |
| 6M | -76.9% | +14.5% | -91.4% | -79.0% |
| YTD | -73.9% | +12.9% | -86.8% | -76.4% |
| 1Y | -97.6% | +19.4% | -116.9% | -97.9% |
| 3Y | -100.0% | +78.5% | -178.4% | -100.0% |
| 5Y | -100.0% | +81.8% | -181.7% | -100.0% |
| All | -100.0% | +150.9% | -250.9% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling