+183.3%
IPO vs SPY
+459.9%
-276.5%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.9% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | -0.1% | +0.1% | -0.2% | -0.1% |
| 3M | -4.0% | +2.0% | -5.9% | -5.8% |
| 6M | +25.1% | +13.0% | +12.1% | +8.5% |
| YTD | +19.4% | +13.5% | +5.8% | +3.1% |
| 1Y | +10.0% | +20.0% | -10.0% | -10.9% |
| 3Y | +66.3% | +77.2% | -10.9% | -14.1% |
| 5Y | -20.2% | +81.9% | -102.0% | -58.3% |
| 10Y | +165.0% | +314.1% | -149.1% | -39.8% |
| All | +183.3% | +459.9% | -276.5% | -53.7% |
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