-25.8%
IPGP vs SPY
+78.1%
-103.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -4.0% | -3.7% |
| 7D | +3.8% | +2.6% | +1.2% | -0.5% |
| 30D | -8.0% | -2.0% | -6.0% | -4.1% |
| 3M | -19.3% | -2.8% | -16.5% | -14.6% |
| 6M | -36.4% | +2.1% | -38.6% | -37.2% |
| YTD | -5.3% | +11.5% | -16.8% | -18.6% |
| 1Y | -17.0% | +13.5% | -30.5% | -30.4% |
| 3Y | -25.8% | +77.7% | -103.5% | -68.5% |
| All | -25.8% | +78.1% | -103.8% | -68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling