+23.4%
IPI vs SPY
+13.0%
+10.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | +5.4% | -0.9% | +6.3% | +5.4% |
| 30D | +1.4% | -2.4% | +3.8% | +1.5% |
| 3M | -10.6% | -1.2% | -9.5% | -10.6% |
| 6M | -24.6% | +3.3% | -27.9% | -24.2% |
| YTD | +18.9% | +12.3% | +6.6% | +23.9% |
| 1Y | +23.4% | +12.4% | +11.0% | +29.0% |
| All | +23.4% | +13.0% | +10.5% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling