-53.8%
IPX vs SPY
+21.3%
-75.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | -1.6% |
| 7D | -3.2% | +0.3% | -3.5% | -4.0% |
| 30D | -8.2% | +0.2% | -8.4% | -8.5% |
| 3M | -45.5% | +2.8% | -48.3% | -48.9% |
| 6M | -54.3% | +14.3% | -68.6% | -67.8% |
| YTD | -40.0% | +14.0% | -54.0% | -57.5% |
| All | -53.8% | +21.3% | -75.1% | -68.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling