-23.1%
IPI vs SPY
+72.1%
-95.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | 0.0% | +2.6% | -2.6% | -2.7% |
| 30D | +3.6% | -2.0% | +5.6% | +5.4% |
| 3M | -8.5% | -2.8% | -5.8% | -6.2% |
| 6M | -27.5% | +2.1% | -29.7% | -29.8% |
| YTD | +18.7% | +11.5% | +7.2% | +3.5% |
| 1Y | +26.3% | +13.5% | +12.8% | +7.9% |
| 3Y | +79.9% | +77.7% | +2.2% | -13.2% |
| All | -23.1% | +72.1% | -95.2% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling