-96.1%
IPWR vs SPY
+408.3%
-504.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.2% |
| 7D | -21.7% | -2.7% | -19.0% | -19.1% |
| 30D | -46.8% | -5.4% | -41.4% | -43.1% |
| 3M | -51.8% | -4.1% | -47.7% | -49.0% |
| 6M | -56.4% | +0.7% | -57.2% | -55.6% |
| YTD | -33.3% | +8.7% | -42.0% | -36.2% |
| 1Y | -59.2% | +10.9% | -70.1% | -61.5% |
| 3Y | -75.2% | +75.0% | -150.2% | -84.5% |
| 5Y | -86.9% | +67.8% | -154.7% | -91.3% |
| 10Y | -95.7% | +312.9% | -408.5% | -98.6% |
| All | -96.1% | +408.3% | -504.4% | -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