-12.3%
IP vs SPG
+75.4%
-87.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.5% |
| 7D | -5.0% | +5.0% | -10.0% | -7.5% |
| 30D | +6.5% | +12.3% | -5.8% | -0.1% |
| 3M | -18.0% | +1.9% | -19.9% | -18.9% |
| 6M | +10.3% | +14.4% | -4.1% | +2.7% |
| YTD | -9.9% | +26.5% | -36.4% | -20.6% |
| 1Y | -1.1% | +30.7% | -31.7% | -14.2% |
| 3Y | +13.0% | +122.6% | -109.6% | -26.2% |
| 5Y | -12.3% | +73.3% | -85.6% | -41.7% |
| All | -12.3% | +75.4% | -87.7% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling