+2.3%
IP vs SPXU
-30.4%
+32.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.9% | +6.4% | -0.4% |
| 7D | +3.4% | +2.2% | +1.2% | +4.3% |
| 30D | +11.2% | +3.8% | +7.5% | +13.1% |
| 3M | -14.8% | +3.3% | -18.1% | -13.2% |
| 6M | +17.3% | -16.7% | +34.0% | +11.0% |
| YTD | -6.2% | -28.6% | +22.5% | -15.6% |
| 1Y | +2.3% | -30.6% | +32.9% | -8.1% |
| All | +2.3% | -30.4% | +32.7% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling