+182.6%
IPI vs SPY
+311.3%
-128.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.1% | +3.3% |
| 7D | +2.1% | +0.5% | +1.5% | +1.3% |
| 30D | +19.2% | -0.9% | +20.1% | +20.5% |
| 3M | +19.8% | +3.9% | +15.9% | +12.9% |
| 6M | -2.3% | +14.5% | -16.9% | -20.6% |
| YTD | +49.8% | +12.9% | +36.9% | +24.3% |
| 1Y | +41.8% | +19.4% | +22.5% | +8.9% |
| 3Y | +63.7% | +78.5% | -14.7% | -31.7% |
| 5Y | +43.5% | +81.8% | -38.2% | -41.2% |
| 10Y | +182.6% | +311.5% | -128.9% | -75.5% |
| All | +182.6% | +311.3% | -128.7% | -75.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling