+138.9%
IPO vs SPY
+315.0%
-176.1%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.4% | +1.7% |
| 7D | +2.1% | +0.1% | +2.0% | +2.2% |
| 30D | -11.4% | -3.3% | -8.0% | -6.9% |
| 3M | -14.7% | -2.4% | -12.3% | -11.4% |
| 6M | -4.1% | +2.6% | -6.7% | -6.0% |
| YTD | +3.7% | +11.2% | -7.5% | -7.9% |
| 1Y | +1.9% | +13.4% | -11.5% | -11.6% |
| 3Y | +54.3% | +79.9% | -25.6% | -22.9% |
| 5Y | -29.9% | +72.2% | -102.1% | -61.8% |
| 10Y | +138.9% | +307.3% | -168.4% | -45.1% |
| All | +138.9% | +315.0% | -176.1% | -45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling