-2.0%
IPGP vs SPY
+18.8%
-20.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.9% |
| 7D | +5.0% | -0.4% | +5.3% | +5.6% |
| 30D | -5.4% | -1.4% | -4.0% | -2.7% |
| 3M | -24.5% | +3.7% | -28.2% | -29.0% |
| 6M | -34.1% | +13.0% | -47.1% | -45.8% |
| YTD | +12.1% | +12.4% | -0.3% | -8.8% |
| 1Y | -2.0% | +18.5% | -20.5% | -27.3% |
| All | -2.0% | +18.8% | -20.8% | -27.3% |
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 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