-99.3%
IPST vs SPY
+12.1%
-111.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -4.7% | +2.6% | -7.2% | -5.1% |
| 30D | -17.0% | -2.0% | -15.0% | -16.9% |
| 3M | -1.4% | -2.8% | +1.3% | -0.9% |
| 6M | -64.7% | +2.1% | -66.8% | -67.4% |
| YTD | -93.4% | +11.5% | -104.9% | -95.2% |
| 1Y | -99.3% | +13.5% | -112.8% | -99.5% |
| All | -99.3% | +12.1% | -111.4% | -99.5% |
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