+155.1%
IPGP vs SPY
+645.2%
-490.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +5.0% | +4.9% |
| 7D | -10.0% | -2.7% | -7.3% | -6.8% |
| 30D | -19.3% | -5.4% | -13.9% | -13.4% |
| 3M | -24.7% | -4.1% | -20.6% | -20.5% |
| 6M | -35.9% | +0.7% | -36.6% | -35.3% |
| YTD | -8.8% | +8.7% | -17.5% | -15.5% |
| 1Y | -27.2% | +10.9% | -38.1% | -34.0% |
| 3Y | -29.3% | +75.0% | -104.3% | -60.6% |
| 5Y | -61.9% | +67.8% | -129.7% | -77.5% |
| 10Y | -30.4% | +312.9% | -343.3% | -84.3% |
| All | +155.1% | +645.2% | -490.0% | -66.0% |
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 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