-96.1%
IPDN vs SPY
+72.1%
-168.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.6% | -5.1% |
| 7D | -43.0% | +2.6% | -45.6% | -42.0% |
| 30D | -72.9% | -2.0% | -70.9% | -73.2% |
| 3M | +327.8% | -2.8% | +330.6% | +330.0% |
| 6M | +77.0% | +2.1% | +74.9% | +71.2% |
| YTD | -9.9% | +11.5% | -21.4% | -18.5% |
| 1Y | -50.9% | +13.5% | -64.3% | -56.1% |
| 3Y | -92.8% | +77.7% | -170.5% | -95.2% |
| All | -96.1% | +72.1% | -168.2% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling