-93.7%
IPDN vs SPY
+67.4%
-161.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.3% |
| 7D | -25.8% | -2.7% | -23.1% | -27.1% |
| 30D | -68.7% | -5.4% | -63.3% | -69.7% |
| 3M | +318.6% | -4.1% | +322.7% | +309.9% |
| 6M | +143.2% | +0.7% | +142.5% | +129.5% |
| YTD | +57.9% | +8.7% | +49.2% | +40.6% |
| 1Y | -22.4% | +10.9% | -33.3% | -31.9% |
| 3Y | -89.2% | +75.0% | -164.2% | -93.0% |
| All | -93.7% | +67.4% | -161.0% | -95.7% |
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 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