-71.0%
IPWR vs SPY
+78.4%
-149.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -2.7% |
| 7D | -8.5% | -0.6% | -7.9% | -6.9% |
| 30D | -37.4% | -3.7% | -33.7% | -32.1% |
| 3M | -47.8% | -2.7% | -45.1% | -44.1% |
| 6M | -48.5% | +2.2% | -50.7% | -48.1% |
| YTD | -26.9% | +10.8% | -37.7% | -33.9% |
| 1Y | -55.2% | +11.2% | -66.4% | -59.3% |
| 3Y | -71.0% | +76.5% | -147.5% | -78.9% |
| All | -71.0% | +78.4% | -149.4% | -78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling