-98.8%
IPDN vs SPY
+304.1%
-402.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -5.3% |
| 7D | -31.6% | -0.6% | -31.1% | -31.6% |
| 30D | -69.4% | -3.7% | -65.7% | -69.5% |
| 3M | +269.2% | -2.7% | +272.0% | +270.6% |
| 6M | +108.7% | +2.2% | +106.5% | +103.7% |
| YTD | +26.3% | +10.8% | +15.5% | +17.8% |
| 1Y | -40.5% | +11.2% | -51.7% | -44.6% |
| 3Y | -88.5% | +76.5% | -165.0% | -91.5% |
| 5Y | -94.7% | +72.9% | -167.6% | -96.0% |
| 10Y | -98.8% | +304.8% | -403.6% | -98.7% |
| All | -98.8% | +304.1% | -402.9% | -98.7% |
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