-75.0%
IPHA vs SPY
+177.6%
-252.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +3.0% |
| 7D | +7.9% | +0.1% | +7.8% | +7.8% |
| 30D | -6.8% | -3.3% | -3.5% | -4.2% |
| 3M | -12.7% | -2.4% | -10.3% | -10.8% |
| 6M | +7.1% | +2.6% | +4.5% | +5.4% |
| YTD | -13.7% | +11.2% | -25.0% | -19.8% |
| 1Y | -14.9% | +13.4% | -28.3% | -21.9% |
| 3Y | -38.6% | +79.9% | -118.5% | -61.4% |
| 5Y | -72.1% | +72.2% | -144.3% | -82.1% |
| All | -75.0% | +177.6% | -252.6% | -89.1% |
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