-4.5%
IPSC vs SPY
+75.1%
-79.6%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.3% | +10.9% | +10.8% |
| 7D | +14.3% | -2.7% | +17.0% | +20.0% |
| 30D | +31.2% | -5.4% | +36.6% | +44.1% |
| 3M | -11.6% | -4.1% | -7.5% | -5.1% |
| 6M | -28.2% | +0.7% | -28.9% | -28.8% |
| YTD | +68.8% | +8.7% | +60.2% | +50.5% |
| 1Y | +211.1% | +10.9% | +200.2% | +171.6% |
| 3Y | -4.5% | +75.0% | -79.5% | -40.2% |
| All | -4.5% | +75.1% | -79.6% | -40.2% |
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 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