-4.6%
IP vs SPXU
-26.3%
+21.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.9% |
| 7D | -0.3% | -7.6% | +7.3% | -3.1% |
| 30D | +7.9% | +5.3% | +2.6% | +10.9% |
| 3M | -15.3% | +9.6% | -25.0% | -11.2% |
| 6M | +10.5% | -4.5% | +15.0% | +10.4% |
| YTD | -9.4% | -25.9% | +16.5% | -17.4% |
| 1Y | -4.6% | -28.9% | +24.2% | -14.4% |
| All | -4.6% | -26.3% | +21.7% | -14.4% |
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