+17.6%
IP vs SPY
+307.0%
-289.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.8% |
| 7D | -0.3% | +2.6% | -2.9% | -2.8% |
| 30D | +7.9% | -2.0% | +9.9% | +10.0% |
| 3M | -15.3% | -2.8% | -12.5% | -13.0% |
| 6M | +10.5% | +2.1% | +8.4% | +8.3% |
| YTD | -9.4% | +11.5% | -20.9% | -18.6% |
| 1Y | -4.6% | +13.5% | -18.1% | -15.8% |
| 3Y | +21.2% | +77.7% | -56.5% | -32.5% |
| 5Y | -13.3% | +72.6% | -85.9% | -50.9% |
| All | +17.6% | +307.0% | -289.4% | -75.8% |
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