+33.8%
IPI vs SPY
+82.0%
-48.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | +7.7% | +0.1% | +7.6% | +7.5% |
| 30D | +20.0% | +0.1% | +20.0% | +19.8% |
| 3M | +9.0% | +2.0% | +7.0% | +6.3% |
| 6M | +12.3% | +13.0% | -0.7% | -3.3% |
| YTD | +46.1% | +13.5% | +32.5% | +25.4% |
| 1Y | +38.2% | +20.0% | +18.2% | +11.4% |
| 3Y | +46.3% | +77.2% | -30.9% | -28.7% |
| All | +33.8% | +82.0% | -48.2% | -34.5% |
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 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