+23.9%
IP vs SPXU
-80.1%
+104.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.6% |
| 7D | -5.3% | -0.1% | -5.1% | -5.3% |
| 30D | -10.9% | +0.8% | -11.7% | -10.5% |
| 3M | +11.2% | -4.7% | +15.9% | +10.5% |
| 6M | -10.2% | -29.6% | +19.4% | -17.7% |
| YTD | -2.0% | -29.9% | +27.9% | -9.9% |
| 1Y | -19.1% | -39.1% | +20.0% | -27.9% |
| All | +23.9% | -80.1% | +104.0% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling