+50.5%
IPX vs SPY
+75.1%
-24.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.3% |
| 7D | -6.1% | -2.7% | -3.4% | -1.9% |
| 30D | -10.9% | -5.4% | -5.5% | -2.3% |
| 3M | -40.9% | -4.1% | -36.8% | -36.2% |
| 6M | -62.6% | +0.7% | -63.4% | -61.7% |
| YTD | -61.0% | +8.7% | -69.7% | -63.1% |
| 1Y | -61.0% | +10.9% | -71.9% | -63.6% |
| 3Y | +50.5% | +75.0% | -24.5% | -14.1% |
| All | +50.5% | +75.1% | -24.6% | -14.1% |
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