-98.7%
IPDN vs SPY
+312.9%
-411.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -25.8% | -2.7% | -23.1% | -25.9% |
| 30D | -68.7% | -5.4% | -63.3% | -68.8% |
| 3M | +318.6% | -4.1% | +322.7% | +318.3% |
| 6M | +143.2% | +0.7% | +142.5% | +136.4% |
| YTD | +57.9% | +8.7% | +49.2% | +47.1% |
| 1Y | -22.4% | +10.9% | -33.3% | -28.5% |
| 3Y | -89.2% | +75.0% | -164.2% | -92.0% |
| 5Y | -93.4% | +67.8% | -161.2% | -95.1% |
| All | -98.7% | +312.9% | -411.5% | -98.5% |
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