-30.0%
IPHA vs SPY
+79.4%
-109.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +2.4% |
| 7D | +11.6% | -0.9% | +12.5% | +12.2% |
| 30D | +7.4% | -2.4% | +9.8% | +9.2% |
| 3M | -26.0% | -1.2% | -24.9% | -25.3% |
| 6M | +12.0% | +3.3% | +8.7% | +10.3% |
| YTD | -9.1% | +12.3% | -21.4% | -14.3% |
| 1Y | -25.7% | +12.4% | -38.1% | -30.0% |
| All | -30.0% | +79.4% | -109.3% | -67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling