+10.3%
IP vs SPXS
-4.2%
+14.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +13.2% | -17.2% | +1.0% |
| 7D | -5.0% | +14.3% | -19.3% | +0.5% |
| 30D | +6.5% | +19.4% | -12.9% | +15.0% |
| 3M | -18.0% | +16.2% | -34.3% | -12.3% |
| 6M | +10.3% | -3.4% | +13.7% | +3.3% |
| All | +10.3% | -4.2% | +14.6% | +3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling