-95.3%
IPWR vs SPY
+307.0%
-402.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.2% |
| 7D | +1.5% | +2.6% | -1.1% | -1.1% |
| 30D | -33.9% | -2.0% | -31.9% | -31.7% |
| 3M | -50.9% | -2.8% | -48.2% | -48.8% |
| 6M | -61.2% | +2.1% | -63.3% | -60.9% |
| YTD | -32.4% | +11.5% | -43.9% | -36.9% |
| 1Y | -43.7% | +13.5% | -57.1% | -48.3% |
| 3Y | -74.4% | +77.7% | -152.1% | -84.1% |
| 5Y | -86.3% | +72.6% | -158.9% | -91.2% |
| All | -95.3% | +307.0% | -402.4% | -97.6% |
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