-6.7%
IP vs SPXU
-25.8%
+19.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.1% | -1.7% |
| 7D | -0.9% | -9.4% | +8.5% | -4.4% |
| 30D | +6.7% | +7.4% | -0.7% | +10.6% |
| 3M | -16.6% | +6.2% | -22.7% | -13.6% |
| 6M | +6.0% | -7.2% | +13.2% | +4.7% |
| YTD | -10.7% | -26.8% | +16.1% | -18.7% |
| 1Y | -6.7% | -26.3% | +19.6% | -14.1% |
| All | -6.7% | -25.8% | +19.1% | -14.1% |
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