+124.0%
IPX vs SPY
+113.3%
+10.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.2% |
| 7D | +5.9% | -0.6% | +6.5% | +7.2% |
| 30D | -4.3% | -3.7% | -0.6% | +1.4% |
| 3M | -38.5% | -2.7% | -35.8% | -35.3% |
| 6M | -61.7% | +2.2% | -63.9% | -61.5% |
| YTD | -56.4% | +10.8% | -67.2% | -59.4% |
| 1Y | -58.5% | +11.2% | -69.8% | -61.4% |
| 3Y | +61.4% | +76.5% | -15.1% | -3.1% |
| All | +124.0% | +113.3% | +10.7% | +32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling