+249.0%
IP vs SPG
+5,256.9%
-5,007.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.6% |
| 7D | -5.3% | -2.4% | -2.9% | -4.2% |
| 30D | -10.9% | -6.8% | -4.0% | -8.0% |
| 3M | +11.2% | +2.7% | +8.5% | +10.0% |
| 6M | -10.2% | +5.5% | -15.7% | -12.2% |
| YTD | -2.0% | +15.7% | -17.7% | -8.1% |
| 1Y | -19.1% | +20.9% | -40.0% | -25.6% |
| 3Y | +20.9% | +112.4% | -91.5% | -13.9% |
| 5Y | -17.8% | +101.4% | -119.2% | -41.2% |
| 10Y | +23.5% | +60.6% | -37.1% | -15.4% |
| All | +249.0% | +5,256.9% | -5,007.9% | -23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling