+23.9%
IP vs SPXS
-79.7%
+103.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.6% |
| 7D | -5.3% | -0.1% | -5.2% | -5.2% |
| 30D | -10.9% | +0.8% | -11.7% | -10.5% |
| 3M | +11.2% | -4.7% | +15.9% | +10.5% |
| 6M | -10.2% | -29.6% | +19.4% | -17.6% |
| YTD | -2.0% | -29.8% | +27.8% | -9.8% |
| 1Y | -19.1% | -38.9% | +19.8% | -27.8% |
| All | +23.9% | -79.7% | +103.6% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling