+17.6%
IP vs SPXU
-99.5%
+117.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.9% |
| 7D | -0.3% | -7.6% | +7.3% | -2.8% |
| 30D | +7.9% | +5.3% | +2.6% | +10.5% |
| 3M | -15.3% | +9.6% | -25.0% | -11.8% |
| 6M | +10.5% | -4.5% | +15.0% | +11.1% |
| YTD | -9.4% | -25.9% | +16.5% | -15.1% |
| 1Y | -4.6% | -28.9% | +24.2% | -11.6% |
| 3Y | +21.2% | -80.5% | +101.7% | -20.2% |
| 5Y | -13.3% | -83.4% | +70.1% | -37.5% |
| All | +17.6% | -99.5% | +117.1% | -68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling