+244.0%
IPKW vs SPY
+392.9%
-148.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -0.6% | -2.7% | +2.1% | +1.5% |
| 30D | +1.9% | -5.4% | +7.3% | +6.2% |
| 3M | -2.5% | -4.1% | +1.6% | +0.6% |
| 6M | +0.7% | +0.7% | 0.0% | -0.1% |
| YTD | +9.5% | +8.7% | +0.8% | +2.4% |
| 1Y | +16.6% | +10.9% | +5.7% | +7.4% |
| 3Y | +91.4% | +75.0% | +16.4% | +21.8% |
| 5Y | +69.5% | +67.8% | +1.7% | +10.6% |
| 10Y | +202.9% | +312.9% | -110.0% | -6.2% |
| All | +244.0% | +392.9% | -148.9% | -6.5% |
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