-61.7%
IPGP vs SPY
+67.4%
-129.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +5.0% | +4.8% |
| 7D | -10.0% | -2.7% | -7.3% | -6.2% |
| 30D | -19.3% | -5.4% | -13.9% | -12.2% |
| 3M | -24.7% | -4.1% | -20.6% | -19.6% |
| 6M | -35.9% | +0.7% | -36.6% | -35.2% |
| YTD | -8.8% | +8.7% | -17.5% | -16.7% |
| 1Y | -27.2% | +10.9% | -38.1% | -35.2% |
| 3Y | -29.3% | +75.0% | -104.3% | -63.2% |
| All | -61.7% | +67.4% | -129.1% | -79.0% |
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