-97.7%
IPST vs SPY
+20.8%
-118.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.4% | -9.4% | -9.6% |
| 7D | -10.2% | +0.1% | -10.4% | -10.3% |
| 30D | +66.3% | +0.1% | +66.2% | +63.1% |
| 3M | -0.9% | +2.0% | -2.9% | -7.1% |
| 6M | -72.5% | +13.0% | -85.5% | -80.8% |
| YTD | -88.1% | +13.5% | -101.6% | -91.7% |
| 1Y | -97.7% | +20.0% | -117.7% | -99.2% |
| All | -97.7% | +20.8% | -118.6% | -99.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling