-13.6%
IP vs SPXS
-83.0%
+69.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.8% |
| 7D | -0.3% | -7.5% | +7.2% | -2.4% |
| 30D | +7.9% | +5.3% | +2.6% | +10.1% |
| 3M | -15.3% | +9.7% | -25.0% | -12.3% |
| 6M | +10.5% | -4.6% | +15.1% | +11.0% |
| YTD | -9.4% | -25.8% | +16.4% | -14.1% |
| 1Y | -4.6% | -28.8% | +24.1% | -10.4% |
| 3Y | +21.2% | -80.2% | +101.4% | -12.8% |
| All | -13.6% | -83.0% | +69.4% | -37.1% |
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