-2.8%
IP vs SPYG
+7.6%
-10.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | 0.0% | -1.9% | +2.0% | +1.0% |
| 30D | +9.4% | -9.2% | +18.5% | +14.6% |
| 3M | -14.1% | -6.8% | -7.2% | -11.3% |
| 6M | +9.2% | -2.6% | +11.8% | +9.8% |
| YTD | -7.5% | +7.5% | -15.0% | -13.8% |
| 1Y | -2.8% | +6.7% | -9.5% | -8.9% |
| All | -2.8% | +7.6% | -10.3% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling