+22.6%
IP vs SPYG
+410.8%
-388.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | -5.3% | +0.4% | -5.6% | -5.5% |
| 30D | -10.9% | -0.4% | -10.4% | -10.6% |
| 3M | +11.2% | +0.5% | +10.6% | +10.4% |
| 6M | -10.2% | +17.5% | -27.7% | -20.3% |
| YTD | -2.0% | +14.3% | -16.3% | -11.4% |
| 1Y | -19.1% | +21.7% | -40.8% | -30.3% |
| 3Y | +20.9% | +98.6% | -77.8% | -29.3% |
| 5Y | -17.8% | +85.1% | -102.9% | -50.5% |
| All | +22.6% | +410.8% | -388.2% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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