-12.4%
IP vs SPY
+67.4%
-79.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | -5.1% | -2.7% | -2.4% | -2.8% |
| 30D | +8.5% | -5.4% | +13.9% | +13.6% |
| 3M | -13.8% | -4.1% | -9.7% | -10.8% |
| 6M | +5.7% | +0.7% | +5.0% | +5.2% |
| YTD | -9.1% | +8.7% | -17.8% | -15.0% |
| 1Y | -0.8% | +10.9% | -11.7% | -8.8% |
| 3Y | +14.8% | +75.0% | -60.2% | -26.8% |
| All | -12.4% | +67.4% | -79.7% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling