-21.1%
IPAY vs SPY
+72.1%
-93.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.3% |
| 7D | 0.0% | +2.6% | -2.6% | -3.1% |
| 30D | +4.7% | -2.0% | +6.7% | +7.0% |
| 3M | -3.7% | -2.8% | -0.9% | -0.6% |
| 6M | +12.8% | +2.1% | +10.6% | +9.3% |
| YTD | -3.2% | +11.5% | -14.7% | -15.7% |
| 1Y | -3.2% | +13.5% | -16.7% | -17.5% |
| 3Y | +31.0% | +77.7% | -46.7% | -36.6% |
| All | -21.1% | +72.1% | -93.2% | -59.9% |
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