+181.7%
IPX vs SPY
+77.4%
+104.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.7% |
| 7D | +3.5% | +0.1% | +3.4% | +3.4% |
| 30D | -8.5% | +0.1% | -8.6% | -8.3% |
| 3M | -46.0% | +2.0% | -48.0% | -46.8% |
| 6M | -55.9% | +13.0% | -68.9% | -61.3% |
| YTD | -39.9% | +13.5% | -53.4% | -47.3% |
| 1Y | -53.7% | +20.0% | -73.7% | -61.3% |
| All | +181.7% | +77.4% | +104.4% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling