-91.7%
IPI vs SPY
+678.6%
-770.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.5% |
| 7D | +7.7% | +0.1% | +7.6% | +7.5% |
| 30D | +20.0% | +0.1% | +20.0% | +19.7% |
| 3M | +9.0% | +2.0% | +7.0% | +5.4% |
| 6M | +12.3% | +13.0% | -0.7% | -7.3% |
| YTD | +46.1% | +13.5% | +32.5% | +20.2% |
| 1Y | +38.2% | +20.0% | +18.2% | +5.4% |
| 3Y | +46.3% | +77.2% | -30.9% | -36.9% |
| 5Y | +30.6% | +81.9% | -51.3% | -45.1% |
| 10Y | +189.4% | +314.1% | -124.7% | -58.1% |
| All | -91.7% | +678.6% | -770.3% | -99.5% |
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 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