-63.3%
ILPT vs SPY
+212.8%
-276.0%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.3% |
| 7D | +0.5% | +3.3% | -2.8% | -2.8% |
| 30D | -11.6% | -2.7% | -9.0% | -9.1% |
| 3M | -32.2% | -1.7% | -30.4% | -30.9% |
| 6M | -19.0% | +3.1% | -22.1% | -21.6% |
| YTD | +14.2% | +11.9% | +2.3% | +1.9% |
| 1Y | +12.4% | +12.0% | +0.4% | +0.2% |
| 3Y | +139.9% | +78.2% | +61.7% | +33.2% |
| 5Y | -72.3% | +73.2% | -145.5% | -84.0% |
| All | -63.3% | +212.8% | -276.0% | -87.4% |
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