-84.8%
IPWR vs SPY
+74.6%
-159.5%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -1.7% |
| 7D | -4.2% | -0.9% | -3.3% | -2.1% |
| 30D | -35.3% | -2.4% | -33.0% | -31.9% |
| 3M | -46.0% | -1.2% | -44.8% | -44.0% |
| 6M | -60.5% | +3.3% | -63.8% | -61.0% |
| YTD | -26.5% | +12.3% | -38.8% | -34.8% |
| 1Y | -51.0% | +12.4% | -63.4% | -56.2% |
| 3Y | -70.9% | +78.8% | -149.7% | -86.3% |
| 5Y | -84.8% | +75.2% | -160.0% | -91.9% |
| All | -84.8% | +74.6% | -159.5% | -91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling