+384.2%
IP vs SPXU
-100.0%
+484.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +13.2% | -17.2% | +1.1% |
| 7D | -5.0% | +14.2% | -19.2% | +0.4% |
| 30D | +6.5% | +19.3% | -12.8% | +14.6% |
| 3M | -18.0% | +16.2% | -34.2% | -12.4% |
| 6M | +10.3% | -3.5% | +13.8% | +11.3% |
| YTD | -9.9% | -19.2% | +9.3% | -13.8% |
| 1Y | -1.1% | -20.7% | +19.6% | -5.6% |
| 3Y | +13.0% | -79.5% | +92.5% | -29.1% |
| 5Y | -12.3% | -81.7% | +69.5% | -38.3% |
| 10Y | +26.8% | -99.5% | +126.4% | -71.2% |
| All | +384.2% | -100.0% | +484.2% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling