-74.1%
ILPT vs SPY
+71.5%
-145.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -3.6% |
| 7D | -10.9% | +0.1% | -11.0% | -11.0% |
| 30D | -16.4% | -3.3% | -13.1% | -13.1% |
| 3M | -32.0% | -2.4% | -29.6% | -30.1% |
| 6M | -25.9% | +2.6% | -28.5% | -28.3% |
| YTD | +10.8% | +11.2% | -0.4% | -2.3% |
| 1Y | +11.2% | +13.4% | -2.2% | -4.2% |
| 3Y | +132.7% | +79.9% | +52.8% | +12.7% |
| 5Y | -74.1% | +72.2% | -146.3% | -87.4% |
| All | -74.1% | +71.5% | -145.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling