-89.1%
IPDN vs SPY
+74.5%
-163.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -4.4% | -12.1% | -24.2% |
| 7D | -30.8% | -4.7% | -26.1% | -38.0% |
| 30D | -70.3% | -5.9% | -64.4% | -74.1% |
| 3M | +324.8% | -4.5% | +329.3% | +289.3% |
| 6M | +143.6% | +1.8% | +141.8% | +109.0% |
| YTD | +60.2% | +8.3% | +51.9% | +28.8% |
| 1Y | -28.1% | +9.3% | -37.4% | -42.8% |
| All | -89.1% | +74.5% | -163.6% | -92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling