-90.9%
IPSC vs SPY
+96.5%
-187.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.2% |
| 7D | +2.0% | +0.5% | +1.4% | +1.2% |
| 30D | +3.5% | -0.9% | +4.4% | +4.9% |
| 3M | -2.4% | +3.9% | -6.2% | -7.4% |
| 6M | -19.1% | +14.5% | -33.7% | -32.2% |
| YTD | +108.0% | +12.9% | +95.1% | +78.9% |
| 1Y | +305.9% | +19.4% | +286.5% | +228.3% |
| 3Y | -11.9% | +78.5% | -90.4% | -54.6% |
| 5Y | -91.2% | +81.8% | -172.9% | -95.6% |
| All | -90.9% | +96.5% | -187.4% | -96.2% |
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 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