-76.9%
IPHA vs SPY
+170.3%
-247.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.7% | +1.6% |
| 7D | -6.7% | -4.7% | -1.9% | -3.1% |
| 30D | -11.9% | -5.9% | -6.0% | -7.6% |
| 3M | -20.9% | -4.5% | -16.4% | -17.9% |
| 6M | 0.0% | +1.8% | -1.8% | -0.9% |
| YTD | -20.0% | +8.3% | -28.3% | -24.2% |
| 1Y | -23.1% | +9.3% | -32.4% | -27.5% |
| 3Y | -47.0% | +74.9% | -121.8% | -65.9% |
| 5Y | -74.8% | +67.3% | -142.0% | -83.5% |
| All | -76.9% | +170.3% | -247.2% | -89.7% |
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