-99.8%
IPST vs SPY
+26.7%
-126.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -5.2% |
| 7D | -17.6% | -2.7% | -14.9% | -15.4% |
| 30D | -26.4% | -5.4% | -21.0% | -21.7% |
| 3M | -0.7% | -4.1% | +3.4% | +2.5% |
| 6M | -61.3% | +0.7% | -62.0% | -63.0% |
| YTD | -93.1% | +8.7% | -101.8% | -94.2% |
| 1Y | -98.7% | +10.9% | -109.6% | -98.9% |
| All | -99.8% | +26.7% | -126.6% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling