-52.9%
ILPT vs SPY
+214.2%
-267.0%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 7D | -4.0% | -0.4% | -3.7% | -3.7% |
| 30D | -9.7% | -1.4% | -8.4% | -8.4% |
| 3M | -9.2% | +3.7% | -12.9% | -12.7% |
| 6M | +31.2% | +13.0% | +18.2% | +15.8% |
| YTD | +46.5% | +12.4% | +34.1% | +30.0% |
| 1Y | +33.1% | +18.5% | +14.5% | +11.7% |
| 3Y | +129.9% | +77.6% | +52.2% | +28.7% |
| 5Y | -66.7% | +81.7% | -148.4% | -81.7% |
| All | -52.9% | +214.2% | -267.0% | -83.9% |
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