-55.6%
IPGP vs SPY
+82.0%
-137.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.6% |
| 7D | +1.9% | +0.1% | +1.8% | +1.7% |
| 30D | -15.0% | +0.1% | -15.0% | -15.0% |
| 3M | -36.3% | +2.0% | -38.3% | -37.3% |
| 6M | -39.7% | +13.0% | -52.7% | -48.0% |
| YTD | +8.9% | +13.5% | -4.6% | -7.0% |
| 1Y | -5.3% | +20.0% | -25.2% | -24.5% |
| 3Y | -27.9% | +77.2% | -105.0% | -63.7% |
| All | -55.6% | +82.0% | -137.6% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling