+546.0%
IP vs SPXS
-100.0%
+646.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +13.2% | -17.2% | +1.6% |
| 7D | -5.0% | +14.3% | -19.3% | +1.0% |
| 30D | +6.5% | +19.4% | -12.9% | +15.4% |
| 3M | -18.0% | +16.2% | -34.3% | -11.8% |
| 6M | +10.3% | -3.4% | +13.7% | +11.3% |
| YTD | -9.9% | -19.1% | +9.2% | -14.2% |
| 1Y | -1.1% | -20.5% | +19.4% | -6.0% |
| 3Y | +13.0% | -79.1% | +92.1% | -32.2% |
| 5Y | -12.3% | -81.6% | +69.3% | -40.8% |
| 10Y | +26.8% | -99.5% | +126.4% | -76.1% |
| All | +546.0% | -100.0% | +646.0% | -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