+62.9%
IPAR vs SPY
+67.4%
-4.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.1% |
| 7D | +16.5% | -2.7% | +19.2% | +18.6% |
| 30D | +22.1% | -5.4% | +27.5% | +27.2% |
| 3M | +14.7% | -4.1% | +18.8% | +18.0% |
| 6M | +45.1% | +0.7% | +44.4% | +42.7% |
| YTD | +63.6% | +8.7% | +55.0% | +50.0% |
| 1Y | +59.7% | +10.9% | +48.9% | +43.5% |
| 3Y | +14.9% | +75.0% | -60.1% | -33.3% |
| All | +62.9% | +67.4% | -4.5% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling