-100.0%
IPDN vs SPY
+509.1%
-609.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.1% |
| 7D | -27.6% | -1.5% | -26.1% | -27.0% |
| 30D | -34.0% | +0.6% | -34.6% | -34.3% |
| 3M | -55.4% | +4.9% | -60.3% | -56.8% |
| 6M | -60.1% | +8.0% | -68.1% | -62.1% |
| YTD | -64.3% | +9.6% | -73.9% | -66.4% |
| 1Y | -84.5% | +19.7% | -104.2% | -86.3% |
| 3Y | -98.7% | +71.1% | -169.9% | -99.1% |
| 5Y | -98.6% | +84.4% | -183.0% | -99.1% |
| 10Y | -99.5% | +304.3% | -403.8% | -99.8% |
| All | -100.0% | +509.1% | -609.1% | -100.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling