+61.0%
IPAR vs SPY
+11.9%
+49.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | +15.8% | -0.6% | +16.4% | +15.3% |
| 30D | +20.8% | -3.7% | +24.5% | +21.5% |
| 3M | +14.3% | -2.7% | +17.0% | +14.5% |
| 6M | +45.7% | +2.2% | +43.5% | +43.3% |
| YTD | +63.7% | +10.8% | +52.8% | +56.6% |
| 1Y | +61.0% | +11.2% | +49.8% | +54.3% |
| All | +61.0% | +11.9% | +49.1% | +54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling