-12.4%
IPSC vs SPY
+77.4%
-89.8%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.6% |
| 7D | +4.2% | +0.1% | +4.1% | +4.0% |
| 30D | +7.7% | +0.1% | +7.6% | +7.6% |
| 3M | -4.1% | +2.0% | -6.1% | -7.3% |
| 6M | -13.2% | +13.0% | -26.2% | -28.1% |
| YTD | +112.1% | +13.5% | +98.5% | +75.6% |
| 1Y | +340.5% | +20.0% | +320.5% | +240.5% |
| All | -12.4% | +77.4% | -89.8% | -56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling