-77.2%
IPHA vs SPY
+178.2%
-255.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.0% | -7.1% |
| 7D | -4.2% | +2.6% | -6.8% | -5.9% |
| 30D | -3.5% | -2.0% | -1.5% | -1.8% |
| 3M | -45.6% | -2.8% | -42.8% | -44.2% |
| 6M | +4.5% | +2.1% | +2.4% | +3.3% |
| YTD | -21.1% | +11.5% | -32.6% | -26.8% |
| 1Y | -24.2% | +13.5% | -37.6% | -30.6% |
| 3Y | -39.2% | +77.7% | -116.9% | -61.4% |
| 5Y | -72.9% | +72.6% | -145.6% | -82.7% |
| All | -77.2% | +178.2% | -255.4% | -90.0% |
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 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