+26.5%
IP vs SPXS
-99.5%
+126.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +0.6% |
| 7D | -5.1% | +7.5% | -12.6% | -2.3% |
| 30D | +8.5% | +17.5% | -9.0% | +15.1% |
| 3M | -13.8% | +14.7% | -28.5% | -9.0% |
| 6M | +5.7% | -0.1% | +5.9% | +7.8% |
| YTD | -9.1% | -19.7% | +10.6% | -12.7% |
| 1Y | -0.8% | -23.6% | +22.8% | -5.9% |
| 3Y | +14.8% | -79.2% | +94.0% | -22.9% |
| 5Y | -11.5% | -81.7% | +70.2% | -34.2% |
| All | +26.5% | -99.5% | +126.0% | -64.9% |
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