+126.4%
IPAC vs SPY
+311.8%
-185.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.2% |
| 7D | -1.8% | -0.9% | -0.9% | -1.1% |
| 30D | -3.2% | -2.4% | -0.9% | -1.5% |
| 3M | -4.0% | -1.2% | -2.9% | -3.1% |
| 6M | +0.4% | +3.3% | -2.9% | -1.9% |
| YTD | +13.5% | +12.3% | +1.2% | +4.3% |
| 1Y | +14.0% | +12.4% | +1.5% | +4.7% |
| 3Y | +64.8% | +78.8% | -14.0% | +7.3% |
| 5Y | +46.5% | +75.2% | -28.7% | -3.9% |
| 10Y | +126.4% | +311.1% | -184.7% | -23.1% |
| All | +126.4% | +311.8% | -185.3% | -23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling