-90.8%
IPSC vs SPY
+97.6%
-188.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.5% |
| 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% | -6.8% |
| 6M | -13.2% | +13.0% | -26.2% | -25.9% |
| YTD | +112.1% | +13.5% | +98.5% | +81.0% |
| 1Y | +340.5% | +20.0% | +320.5% | +253.8% |
| 3Y | -14.6% | +77.2% | -91.8% | -55.6% |
| 5Y | -92.2% | +81.9% | -174.1% | -96.2% |
| All | -90.8% | +97.6% | -188.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling