+135.0%
IPO vs SPY
+435.8%
-300.8%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.3% |
| 7D | -4.6% | -2.7% | -1.9% | -1.1% |
| 30D | -16.5% | -5.4% | -11.1% | -10.1% |
| 3M | -16.6% | -4.1% | -12.5% | -11.5% |
| 6M | -13.6% | +0.7% | -14.4% | -13.3% |
| YTD | -1.0% | +8.7% | -9.7% | -9.2% |
| 1Y | -1.8% | +10.9% | -12.7% | -12.0% |
| 3Y | +45.9% | +75.0% | -29.1% | -23.0% |
| 5Y | -32.3% | +67.8% | -100.1% | -61.0% |
| 10Y | +134.7% | +312.9% | -178.2% | -45.7% |
| All | +135.0% | +435.8% | -300.8% | -59.2% |
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