+98.3%
SPYG vs IFF
+29.0%
+69.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -0.9% | -3.2% | +2.3% | -0.4% |
| 30D | -1.5% | -0.3% | -1.2% | -1.5% |
| 3M | +3.7% | +8.4% | -4.7% | +2.0% |
| 6M | +16.4% | +23.0% | -6.6% | +11.4% |
| YTD | +13.3% | +25.5% | -12.1% | +7.4% |
| 1Y | +17.9% | +29.1% | -11.2% | +10.8% |
| 3Y | +98.3% | +31.7% | +66.7% | +85.1% |
| All | +98.3% | +29.0% | +69.4% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling