-92.4%
IPSC vs SPY
+95.4%
-187.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +1.8% |
| 7D | +4.2% | -0.9% | +5.1% | +6.0% |
| 30D | +20.8% | -2.4% | +23.2% | +25.8% |
| 3M | -15.5% | -1.2% | -14.4% | -13.6% |
| 6M | -24.0% | +3.3% | -27.3% | -26.8% |
| YTD | +74.9% | +12.3% | +62.6% | +52.5% |
| 1Y | +209.1% | +12.4% | +196.6% | +170.9% |
| 3Y | +34.9% | +78.8% | -43.9% | -30.1% |
| 5Y | -91.7% | +75.2% | -166.9% | -95.7% |
| All | -92.4% | +95.4% | -187.8% | -96.8% |
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