+204.7%
IPGP vs SPY
+678.6%
-473.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.5% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | -15.0% | +0.1% | -15.0% | -15.0% |
| 3M | -36.3% | +2.0% | -38.3% | -37.0% |
| 6M | -39.7% | +13.0% | -52.7% | -46.8% |
| YTD | +8.9% | +13.5% | -4.6% | -4.5% |
| 1Y | -5.3% | +20.0% | -25.2% | -21.8% |
| 3Y | -27.9% | +77.2% | -105.0% | -60.6% |
| 5Y | -55.2% | +81.9% | -137.1% | -76.0% |
| 10Y | -10.3% | +314.1% | -324.3% | -79.9% |
| All | +204.7% | +678.6% | -473.9% | -61.7% |
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