+234.1%
IP vs SPG
+5,807.1%
-5,573.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +0.2% |
| 7D | +3.4% | +8.2% | -4.8% | -0.1% |
| 30D | +11.2% | +13.5% | -2.2% | +5.2% |
| 3M | -14.8% | +2.2% | -17.0% | -15.6% |
| 6M | +17.3% | +15.9% | +1.4% | +10.1% |
| YTD | -6.2% | +27.6% | -33.8% | -15.8% |
| 1Y | +2.3% | +30.9% | -28.6% | -9.1% |
| 3Y | +17.7% | +124.5% | -106.9% | -18.1% |
| 5Y | -8.4% | +79.9% | -88.3% | -31.1% |
| 10Y | +32.1% | +112.9% | -80.9% | -20.7% |
| All | +234.1% | +5,807.1% | -5,573.1% | -30.1% |
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 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