-18.4%
IPGP vs SPY
+12.3%
-30.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.4% | +5.8% | +3.1% |
| 7D | -3.1% | +0.1% | -3.2% | -2.8% |
| 30D | -9.7% | -3.3% | -6.4% | -2.4% |
| 3M | -21.7% | -2.4% | -19.3% | -16.9% |
| 6M | -32.4% | +2.6% | -34.9% | -33.8% |
| YTD | -1.3% | +11.2% | -12.5% | -18.7% |
| All | -18.4% | +12.3% | -30.7% | -32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling