+317.8%
IPAR vs SPY
+313.2%
+4.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.7% |
| 7D | -0.9% | +0.1% | -1.0% | -1.1% |
| 30D | -5.4% | +0.1% | -5.5% | -5.5% |
| 3M | +32.3% | +2.0% | +30.3% | +29.1% |
| 6M | +26.1% | +13.0% | +13.1% | +10.4% |
| YTD | +39.9% | +13.5% | +26.3% | +21.6% |
| 1Y | +5.4% | +20.0% | -14.5% | -13.9% |
| 3Y | -10.2% | +77.2% | -87.4% | -52.3% |
| 5Y | +76.3% | +81.9% | -5.6% | -9.3% |
| All | +317.8% | +313.2% | +4.6% | -6.4% |
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