+22.9%
IP vs SPY
+313.4%
-290.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.6% |
| 7D | -5.3% | +0.1% | -5.4% | -5.4% |
| 30D | -10.9% | +0.1% | -10.9% | -10.9% |
| 3M | +11.2% | +2.0% | +9.2% | +9.0% |
| 6M | -10.2% | +13.0% | -23.2% | -20.4% |
| YTD | -2.0% | +13.5% | -15.5% | -13.5% |
| 1Y | -19.1% | +20.0% | -39.1% | -32.4% |
| 3Y | +20.9% | +77.2% | -56.3% | -32.5% |
| 5Y | -17.8% | +81.9% | -99.7% | -56.1% |
| All | +22.9% | +313.4% | -290.5% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling