+26.5%
IP vs SPXU
-99.5%
+126.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +0.6% |
| 7D | -5.1% | +7.6% | -12.6% | -2.3% |
| 30D | +8.5% | +17.5% | -9.0% | +15.1% |
| 3M | -13.8% | +14.7% | -28.5% | -9.0% |
| 6M | +5.7% | -0.1% | +5.8% | +7.8% |
| YTD | -9.1% | -19.8% | +10.7% | -12.7% |
| 1Y | -0.8% | -23.7% | +22.9% | -5.9% |
| 3Y | +14.8% | -79.5% | +94.3% | -23.3% |
| 5Y | -11.5% | -81.9% | +70.4% | -34.4% |
| All | +26.5% | -99.5% | +126.0% | -65.1% |
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 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