-75.4%
IPHA vs SPY
+179.2%
-254.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.4% | -5.9% | -6.0% |
| 7D | +6.4% | +3.3% | +3.1% | +3.9% |
| 30D | +1.4% | -2.7% | +4.0% | +3.7% |
| 3M | -39.7% | -1.7% | -37.9% | -38.7% |
| 6M | +9.6% | +3.1% | +6.5% | +7.5% |
| YTD | -14.9% | +11.9% | -26.8% | -21.2% |
| 1Y | -22.4% | +12.0% | -34.4% | -28.3% |
| 3Y | -37.1% | +78.2% | -115.3% | -60.1% |
| 5Y | -70.8% | +73.2% | -144.0% | -81.4% |
| All | -75.4% | +179.2% | -254.6% | -89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling