+35.0%
IAPR vs SPY
+105.4%
-70.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.3% |
| 7D | -0.2% | -0.4% | +0.2% | 0.0% |
| 30D | -0.1% | -1.4% | +1.2% | +0.4% |
| 3M | +3.5% | +3.7% | -0.2% | +2.0% |
| 6M | +8.9% | +13.0% | -4.1% | +3.9% |
| YTD | +10.2% | +12.4% | -2.2% | +5.2% |
| 1Y | +13.6% | +18.5% | -5.0% | +6.2% |
| 3Y | +39.0% | +77.6% | -38.6% | +10.7% |
| 5Y | +30.8% | +81.7% | -50.8% | +2.3% |
| All | +35.0% | +105.4% | -70.5% | +1.1% |
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