+26.5%
IP vs SPYG
+388.2%
-361.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.2% |
| 7D | -5.1% | -3.6% | -1.4% | -2.7% |
| 30D | +8.5% | -11.2% | +19.7% | +17.5% |
| 3M | -13.8% | -8.1% | -5.8% | -8.9% |
| 6M | +5.7% | -3.3% | +9.0% | +7.5% |
| YTD | -9.1% | +5.5% | -14.7% | -13.4% |
| 1Y | -0.8% | +7.0% | -7.8% | -6.5% |
| 3Y | +14.8% | +89.5% | -74.7% | -30.8% |
| 5Y | -11.5% | +63.3% | -74.8% | -41.3% |
| All | +26.5% | +388.2% | -361.7% | -69.1% |
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