+24.1%
IP vs SPXS
-99.5%
+123.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -0.8% |
| 7D | 0.0% | +0.4% | -0.4% | +0.7% |
| 30D | +9.4% | +10.8% | -1.5% | +13.9% |
| 3M | -14.1% | +9.6% | -23.7% | -10.5% |
| 6M | +9.2% | -4.7% | +13.9% | +9.6% |
| YTD | -7.5% | -24.6% | +17.0% | -12.9% |
| 1Y | -2.8% | -24.6% | +21.8% | -8.0% |
| 3Y | +21.2% | -79.8% | +101.0% | -19.2% |
| 5Y | -11.5% | -83.3% | +71.8% | -36.1% |
| All | +24.1% | -99.5% | +123.6% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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