+176.6%
IPGP vs SPY
+670.0%
-493.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +0.3% |
| 7D | +1.0% | -0.9% | +1.9% | +2.7% |
| 30D | -6.9% | -2.4% | -4.5% | -3.7% |
| 3M | -17.5% | -1.2% | -16.3% | -15.8% |
| 6M | -31.6% | +3.3% | -34.9% | -32.9% |
| YTD | -1.1% | +12.3% | -13.4% | -11.7% |
| 1Y | -18.1% | +12.4% | -30.6% | -26.8% |
| 3Y | -22.0% | +78.8% | -100.8% | -57.5% |
| 5Y | -57.8% | +75.2% | -133.0% | -76.3% |
| 10Y | -25.5% | +311.1% | -336.6% | -83.1% |
| All | +176.6% | +670.0% | -493.4% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling