+33.6%
IAPR vs SPY
+102.6%
-68.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | +1.0% | -0.6% | +1.6% | +1.2% |
| 30D | +0.7% | -3.7% | +4.4% | +2.2% |
| 3M | -1.1% | -2.7% | +1.6% | -0.1% |
| 6M | +2.1% | +2.2% | -0.1% | +1.2% |
| YTD | +9.1% | +10.8% | -1.7% | +4.7% |
| 1Y | +10.9% | +11.2% | -0.3% | +6.3% |
| 3Y | +39.2% | +76.5% | -37.3% | +11.1% |
| 5Y | +29.3% | +72.9% | -43.7% | +2.9% |
| All | +33.6% | +102.6% | -68.9% | +0.6% |
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