+109.2%
IPAY vs SPY
+312.9%
-203.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.3% |
| 7D | +2.6% | -2.7% | +5.4% | +5.9% |
| 30D | +6.0% | -5.4% | +11.3% | +13.0% |
| 3M | -1.8% | -4.1% | +2.3% | +3.0% |
| 6M | +7.5% | +0.7% | +6.8% | +6.1% |
| YTD | -3.2% | +8.7% | -11.8% | -12.7% |
| 1Y | -3.6% | +10.9% | -14.5% | -15.2% |
| 3Y | +34.6% | +75.0% | -40.4% | -31.7% |
| 5Y | -21.4% | +67.8% | -89.2% | -57.4% |
| All | +109.2% | +312.9% | -203.6% | -58.3% |
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 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