+400.2%
IPAR vs SPY
+307.0%
+93.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.4% |
| 7D | -1.6% | +2.6% | -4.2% | -4.2% |
| 30D | +16.5% | -2.0% | +18.5% | +18.0% |
| 3M | +16.3% | -2.8% | +19.1% | +18.7% |
| 6M | +52.5% | +2.1% | +50.4% | +47.4% |
| YTD | +61.0% | +11.5% | +49.5% | +41.5% |
| 1Y | +57.6% | +13.5% | +44.2% | +35.7% |
| 3Y | +15.6% | +77.7% | -62.1% | -39.5% |
| 5Y | +62.0% | +72.6% | -10.6% | -12.4% |
| All | +400.2% | +307.0% | +93.2% | +14.4% |
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 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