+242.5%
IP vs SPY
+2,945.2%
-2,702.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.5% | +0.6% |
| 7D | -5.0% | -4.7% | -0.2% | -0.1% |
| 30D | +6.5% | -5.9% | +12.4% | +13.4% |
| 3M | -18.0% | -4.5% | -13.5% | -14.0% |
| 6M | +10.3% | +1.8% | +8.5% | +8.4% |
| YTD | -9.9% | +8.3% | -18.2% | -17.0% |
| 1Y | -1.1% | +9.3% | -10.4% | -9.7% |
| 3Y | +13.0% | +74.9% | -61.8% | -37.6% |
| 5Y | -12.3% | +67.3% | -79.5% | -50.1% |
| 10Y | +26.8% | +311.6% | -284.7% | -72.1% |
| All | +242.5% | +2,945.2% | -2,702.7% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling