-33.0%
IPHA vs SPY
+11.9%
-45.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.5% |
| 7D | +15.8% | -0.6% | +16.4% | +16.4% |
| 30D | -4.9% | -3.7% | -1.3% | +0.1% |
| 3M | -30.6% | -2.7% | -27.9% | -27.7% |
| 6M | +9.2% | +2.2% | +7.0% | +6.7% |
| YTD | -12.0% | +10.8% | -22.8% | -23.4% |
| 1Y | -33.0% | +11.2% | -44.3% | -41.9% |
| All | -33.0% | +11.9% | -45.0% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling