+191.4%
IPSC vs SPY
+14.6%
+176.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.7% | +8.2% | +6.3% |
| 7D | +11.3% | -0.7% | +12.0% | +13.1% |
| 30D | +12.8% | -1.0% | +13.9% | +15.4% |
| 3M | -16.9% | -0.3% | -16.6% | -16.3% |
| 6M | -27.1% | +7.3% | -34.4% | -39.7% |
| YTD | +67.8% | +13.3% | +54.5% | +24.9% |
| 1Y | +191.4% | +14.8% | +176.7% | +109.1% |
| All | +191.4% | +14.6% | +176.8% | +109.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling