-100.0%
IPDN vs SPY
+531.2%
-631.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.4% | -7.9% | -8.1% |
| 7D | -8.3% | +0.1% | -8.4% | -8.4% |
| 30D | -74.4% | +0.1% | -74.5% | -74.5% |
| 3M | -82.8% | +2.0% | -84.8% | -83.1% |
| 6M | -91.1% | +13.0% | -104.1% | -91.7% |
| YTD | -90.4% | +13.5% | -103.9% | -91.1% |
| 1Y | -98.6% | +20.0% | -118.6% | -98.8% |
| 3Y | -99.6% | +77.2% | -176.8% | -99.7% |
| 5Y | -99.6% | +81.9% | -181.5% | -99.7% |
| 10Y | -99.9% | +314.1% | -414.0% | -100.0% |
| All | -100.0% | +531.2% | -631.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling