-99.8%
IPST vs SPY
+26.3%
-126.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | +2.6% |
| 7D | -14.1% | -4.7% | -9.3% | -9.6% |
| 30D | -25.2% | -5.9% | -19.2% | -19.9% |
| 3M | +0.9% | -4.5% | +5.4% | +4.8% |
| 6M | -62.0% | +1.8% | -63.8% | -64.5% |
| YTD | -92.8% | +8.3% | -101.1% | -93.8% |
| 1Y | -98.7% | +9.3% | -108.0% | -98.9% |
| All | -99.8% | +26.3% | -126.2% | -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 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