+602.6%
IP vs SPXS
-100.0%
+702.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.7% |
| 7D | -5.3% | -0.1% | -5.2% | -5.2% |
| 30D | -10.9% | +0.8% | -11.7% | -10.4% |
| 3M | +11.2% | -4.7% | +15.9% | +10.2% |
| 6M | -10.2% | -29.6% | +19.4% | -20.5% |
| YTD | -2.0% | -29.8% | +27.8% | -12.8% |
| 1Y | -19.1% | -38.9% | +19.8% | -31.5% |
| 3Y | +20.9% | -79.6% | +100.5% | -28.2% |
| 5Y | -17.8% | -85.9% | +68.1% | -50.9% |
| 10Y | +23.5% | -99.5% | +123.0% | -76.8% |
| All | +602.6% | -100.0% | +702.5% | -83.4% |
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