+22.4%
IP vs SPY
+311.8%
-289.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -2.7% |
| 7D | -2.8% | -0.9% | -1.9% | -1.9% |
| 30D | +9.2% | -2.4% | +11.6% | +11.7% |
| 3M | -16.1% | -1.2% | -15.0% | -15.2% |
| 6M | +9.6% | +3.3% | +6.3% | +6.1% |
| YTD | -8.8% | +12.3% | -21.1% | -18.7% |
| 1Y | -5.5% | +12.4% | -18.0% | -15.8% |
| 3Y | +19.6% | +78.8% | -59.2% | -33.8% |
| 5Y | -13.5% | +75.2% | -88.6% | -51.7% |
| 10Y | +22.4% | +311.1% | -288.7% | -75.0% |
| All | +22.4% | +311.8% | -289.3% | -75.0% |
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