+22.9%
IP vs SPG
+60.3%
-37.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.6% |
| 7D | -5.3% | -2.4% | -2.9% | -4.4% |
| 30D | -10.9% | -6.8% | -4.0% | -8.5% |
| 3M | +11.2% | +2.7% | +8.5% | +10.2% |
| 6M | -10.2% | +5.5% | -15.7% | -11.8% |
| YTD | -2.0% | +15.7% | -17.7% | -7.0% |
| 1Y | -19.1% | +20.9% | -40.0% | -24.4% |
| 3Y | +20.9% | +112.4% | -91.5% | -7.7% |
| 5Y | -17.8% | +101.4% | -119.2% | -37.0% |
| All | +22.9% | +60.3% | -37.4% | +7.7% |
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