+26.8%
IP vs SPG
+117.3%
-90.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.1% |
| 7D | -3.0% | +5.1% | -8.1% | -4.8% |
| 30D | +10.6% | +16.8% | -6.2% | +4.4% |
| 3M | -13.6% | +5.7% | -19.2% | -15.3% |
| 6M | +10.4% | +17.8% | -7.4% | +4.1% |
| YTD | -6.5% | +30.1% | -36.6% | -15.0% |
| 1Y | -2.1% | +32.8% | -34.9% | -11.6% |
| 3Y | +22.0% | +137.2% | -115.2% | -10.4% |
| 5Y | -9.7% | +81.5% | -91.2% | -28.8% |
| 10Y | +26.8% | +116.5% | -89.7% | -3.1% |
| All | +26.8% | +117.3% | -90.5% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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