-93.2%
IPI vs SPY
+645.2%
-738.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.5% |
| 7D | +4.2% | -2.7% | +6.9% | +7.8% |
| 30D | -0.5% | -5.4% | +4.9% | +6.8% |
| 3M | -5.8% | -4.1% | -1.7% | -0.9% |
| 6M | -12.7% | +0.7% | -13.4% | -14.6% |
| YTD | +18.6% | +8.7% | +10.0% | +3.1% |
| 1Y | +37.4% | +10.9% | +26.5% | +16.1% |
| 3Y | +59.8% | +75.0% | -15.2% | -30.3% |
| 5Y | -26.6% | +67.8% | -94.4% | -65.6% |
| 10Y | +196.4% | +312.9% | -116.5% | -57.3% |
| All | -93.2% | +645.2% | -738.4% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling