+11.2%
SPYG vs IFF
+44.8%
-33.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.9% | +6.1% | +1.5% |
| 7D | -2.8% | -3.3% | +0.5% | -2.6% |
| 30D | -6.2% | +5.3% | -11.5% | -6.8% |
| 3M | -3.6% | +8.9% | -12.5% | -4.5% |
| 6M | +4.8% | +26.3% | -21.6% | +2.1% |
| YTD | +11.0% | +32.2% | -21.2% | +7.5% |
| 1Y | +11.2% | +45.8% | -34.5% | +7.6% |
| All | +11.2% | +44.8% | -33.6% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling