-98.6%
IPDN vs SPY
+20.8%
-119.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.4% | -6.6% |
| 7D | -6.8% | +0.1% | -6.9% | -6.9% |
| 30D | -74.0% | +0.1% | -74.1% | -74.0% |
| 3M | -82.5% | +2.0% | -84.5% | -82.6% |
| 6M | -90.9% | +13.0% | -103.9% | -91.6% |
| YTD | -90.2% | +13.5% | -103.7% | -91.0% |
| 1Y | -98.6% | +20.0% | -118.6% | -98.0% |
| All | -98.6% | +20.8% | -119.5% | -98.0% |
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