+38.2%
IPI vs SPY
+20.8%
+17.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +7.7% | +0.1% | +7.6% | +7.7% |
| 30D | +20.0% | +0.1% | +20.0% | +20.0% |
| 3M | +9.0% | +2.0% | +7.0% | +8.5% |
| 6M | +12.3% | +13.0% | -0.7% | +10.8% |
| YTD | +46.1% | +13.5% | +32.5% | +43.4% |
| 1Y | +38.2% | +20.0% | +18.2% | +28.7% |
| All | +38.2% | +20.8% | +17.4% | +28.7% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling