-24.8%
IPGP vs SPY
+308.5%
-333.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.5% |
| 7D | +14.2% | +3.3% | +10.9% | +9.7% |
| 30D | -6.6% | -2.7% | -3.9% | -2.6% |
| 3M | -18.8% | -1.7% | -17.1% | -16.4% |
| 6M | -30.9% | +3.1% | -34.0% | -32.3% |
| YTD | -1.0% | +11.9% | -12.9% | -12.3% |
| 1Y | -16.8% | +12.0% | -28.8% | -26.2% |
| 3Y | -22.0% | +78.2% | -100.1% | -59.7% |
| 5Y | -58.3% | +73.2% | -131.6% | -77.5% |
| All | -24.8% | +308.5% | -333.3% | -86.3% |
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 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