-95.8%
IPWR vs SPY
+418.4%
-514.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -3.0% |
| 7D | -8.5% | -0.6% | -7.9% | -7.5% |
| 30D | -37.4% | -3.7% | -33.7% | -34.2% |
| 3M | -47.8% | -2.7% | -45.1% | -45.5% |
| 6M | -48.5% | +2.2% | -50.7% | -48.2% |
| YTD | -26.9% | +10.8% | -37.7% | -31.3% |
| 1Y | -55.2% | +11.2% | -66.4% | -57.8% |
| 3Y | -71.0% | +76.5% | -147.5% | -82.0% |
| 5Y | -83.6% | +72.9% | -156.6% | -89.5% |
| 10Y | -94.8% | +304.8% | -399.6% | -98.2% |
| All | -95.8% | +418.4% | -514.1% | -98.8% |
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