+147.6%
IPAC vs SPY
+386.1%
-238.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 7D | +2.0% | +0.1% | +1.8% | +1.9% |
| 30D | +2.6% | +0.1% | +2.6% | +2.6% |
| 3M | +5.6% | +2.0% | +3.6% | +4.1% |
| 6M | +9.7% | +13.0% | -3.3% | +0.1% |
| YTD | +20.3% | +13.5% | +6.8% | +9.4% |
| 1Y | +25.5% | +20.0% | +5.5% | +9.4% |
| 3Y | +68.4% | +77.2% | -8.8% | +8.8% |
| 5Y | +49.6% | +81.9% | -32.3% | -6.1% |
| 10Y | +138.2% | +314.1% | -175.8% | -25.4% |
| All | +147.6% | +386.1% | -238.5% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling