+117.4%
IPAC vs SPY
+312.9%
-195.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.5% |
| 7D | -3.6% | -2.7% | -0.9% | -1.6% |
| 30D | -6.4% | -5.4% | -1.0% | -2.4% |
| 3M | -6.0% | -4.1% | -1.9% | -2.9% |
| 6M | -2.3% | +0.7% | -3.0% | -2.7% |
| YTD | +10.2% | +8.7% | +1.5% | +3.9% |
| 1Y | +11.8% | +10.9% | +0.9% | +3.8% |
| 3Y | +57.4% | +75.0% | -17.6% | +4.3% |
| 5Y | +39.7% | +67.8% | -28.1% | -5.3% |
| All | +117.4% | +312.9% | -195.4% | -21.7% |
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