+551.4%
IP vs SPXS
-100.0%
+651.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +0.5% |
| 7D | -5.1% | +7.5% | -12.6% | -1.7% |
| 30D | +8.5% | +17.5% | -9.0% | +16.8% |
| 3M | -13.8% | +14.7% | -28.5% | -7.8% |
| 6M | +5.7% | -0.1% | +5.9% | +8.1% |
| YTD | -9.1% | -19.7% | +10.6% | -13.8% |
| 1Y | -0.8% | -23.6% | +22.8% | -7.4% |
| 3Y | +14.8% | -79.2% | +94.0% | -31.2% |
| 5Y | -11.5% | -81.7% | +70.2% | -40.5% |
| 10Y | +27.9% | -99.5% | +127.4% | -76.0% |
| All | +551.4% | -100.0% | +651.4% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling