-16.1%
IP vs SPXS
-86.0%
+69.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.6% |
| 3M | +11.2% | -4.7% | +15.9% | +10.6% |
| 6M | -10.2% | -29.6% | +19.4% | -17.1% |
| YTD | -2.0% | -29.8% | +27.8% | -9.2% |
| 1Y | -19.1% | -38.9% | +19.8% | -27.3% |
| 3Y | +20.9% | -79.6% | +100.5% | -12.3% |
| All | -16.1% | -86.0% | +69.9% | -40.5% |
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 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