+15.5%
IPAR vs SPY
+79.4%
-63.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.1% | -2.6% |
| 7D | +7.8% | -0.9% | +8.7% | +8.0% |
| 30D | +18.6% | -2.4% | +20.9% | +20.1% |
| 3M | +11.8% | -1.2% | +12.9% | +12.0% |
| 6M | +49.8% | +3.3% | +46.5% | +44.8% |
| YTD | +60.8% | +12.3% | +48.5% | +45.1% |
| 1Y | +57.1% | +12.4% | +44.6% | +41.4% |
| All | +15.5% | +79.4% | -63.9% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling