-76.2%
IPHA vs SPY
+171.2%
-247.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.6% |
| 7D | -1.4% | -2.7% | +1.3% | +0.7% |
| 30D | -5.3% | -5.4% | +0.1% | -1.0% |
| 3M | -19.3% | -4.1% | -15.2% | -16.5% |
| 6M | -4.6% | +0.7% | -5.3% | -4.8% |
| YTD | -17.7% | +8.7% | -26.4% | -22.2% |
| 1Y | -20.0% | +10.9% | -30.9% | -25.3% |
| 3Y | -44.6% | +75.0% | -119.6% | -64.4% |
| 5Y | -74.1% | +67.8% | -141.8% | -83.0% |
| All | -76.2% | +171.2% | -247.4% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling