+44.7%
IPAC vs SPY
+71.5%
-26.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +0.9% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -3.9% | -3.3% | -0.5% | -1.4% |
| 3M | -4.9% | -2.4% | -2.4% | -3.1% |
| 6M | +0.2% | +2.6% | -2.4% | -1.6% |
| YTD | +13.2% | +11.2% | +1.9% | +4.8% |
| 1Y | +14.6% | +13.4% | +1.2% | +4.7% |
| 3Y | +65.1% | +79.9% | -14.8% | +8.7% |
| 5Y | +44.7% | +72.2% | -27.5% | -2.4% |
| All | +44.7% | +71.5% | -26.8% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling