-100.0%
IVF vs SPY
+152.3%
-252.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -8.4% | +0.1% | -8.4% | -8.6% |
| 3M | -40.7% | +2.0% | -42.7% | -41.7% |
| 6M | -77.8% | +13.0% | -90.8% | -79.7% |
| YTD | -73.8% | +13.5% | -87.4% | -76.4% |
| 1Y | -97.1% | +20.0% | -117.0% | -97.5% |
| 3Y | -100.0% | +77.2% | -177.1% | -100.0% |
| 5Y | -100.0% | +81.9% | -181.9% | -100.0% |
| All | -100.0% | +152.3% | -252.3% | -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