-13.5%
IP vs SPXS
-83.8%
+70.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -2.4% |
| 7D | -2.8% | +1.5% | -4.2% | -2.0% |
| 30D | +9.2% | +6.3% | +2.9% | +11.7% |
| 3M | -16.1% | +4.2% | -20.4% | -14.4% |
| 6M | +9.6% | -7.9% | +17.5% | +9.0% |
| YTD | -8.8% | -27.5% | +18.7% | -14.1% |
| 1Y | -5.5% | -27.0% | +21.5% | -10.6% |
| 3Y | +19.6% | -80.5% | +100.2% | -14.4% |
| 5Y | -13.5% | -84.0% | +70.5% | -37.6% |
| All | -13.5% | -83.8% | +70.4% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling