-65.6%
IPHA vs SPY
+183.3%
-249.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | -6.3% | +0.1% | -6.4% | -6.4% |
| 30D | +17.5% | +0.1% | +17.5% | +17.6% |
| 3M | +16.2% | +2.0% | +14.2% | +14.4% |
| 6M | +28.4% | +13.0% | +15.4% | +17.8% |
| YTD | +18.9% | +13.5% | +5.3% | +8.6% |
| 1Y | -0.8% | +20.0% | -20.7% | -12.7% |
| 3Y | -28.7% | +77.2% | -105.9% | -54.6% |
| 5Y | -66.2% | +81.9% | -148.1% | -79.3% |
| All | -65.6% | +183.3% | -249.0% | -85.2% |
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