+227.0%
IP vs SPYG
+533.7%
-306.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.8% |
| 7D | -0.9% | +4.2% | -5.1% | -4.4% |
| 30D | +6.7% | -7.4% | +14.1% | +13.5% |
| 3M | -16.6% | -5.3% | -11.3% | -13.0% |
| 6M | +6.0% | -1.2% | +7.2% | +6.1% |
| YTD | -10.7% | +9.0% | -19.7% | -18.2% |
| 1Y | -6.7% | +8.8% | -15.5% | -14.5% |
| 3Y | +17.1% | +92.8% | -75.6% | -37.2% |
| 5Y | -14.6% | +69.3% | -83.8% | -50.3% |
| 10Y | +19.9% | +398.4% | -378.5% | -75.5% |
| All | +227.0% | +533.7% | -306.7% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling