-11.5%
IP vs SPXU
-83.3%
+71.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -0.8% |
| 7D | 0.0% | +0.5% | -0.5% | +0.6% |
| 30D | +9.4% | +10.9% | -1.5% | +13.3% |
| 3M | -14.1% | +9.6% | -23.7% | -11.0% |
| 6M | +9.2% | -4.7% | +13.8% | +9.6% |
| YTD | -7.5% | -24.6% | +17.1% | -12.0% |
| 1Y | -2.8% | -24.7% | +21.9% | -7.2% |
| 3Y | +21.2% | -80.0% | +101.3% | -12.6% |
| 5Y | -11.5% | -83.5% | +72.0% | -35.7% |
| All | -11.5% | -83.3% | +71.8% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling