-92.2%
IPSC vs SPY
+72.1%
-164.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.7% |
| 7D | -1.8% | +2.6% | -4.4% | -4.9% |
| 30D | +19.6% | -2.0% | +21.5% | +23.9% |
| 3M | -14.5% | -2.8% | -11.7% | -10.6% |
| 6M | -27.6% | +2.1% | -29.8% | -29.2% |
| YTD | +65.8% | +11.5% | +54.3% | +46.1% |
| 1Y | +254.8% | +13.5% | +241.4% | +206.7% |
| 3Y | +28.9% | +77.7% | -48.8% | -32.1% |
| All | -92.2% | +72.1% | -164.3% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling