+208.9%
IPX vs SPY
+118.5%
+90.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.6% |
| 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% | -46.6% |
| 6M | -55.9% | +13.0% | -68.9% | -60.7% |
| YTD | -39.9% | +13.5% | -53.4% | -46.4% |
| 1Y | -53.7% | +20.0% | -73.7% | -60.6% |
| 3Y | +177.1% | +77.2% | +99.9% | +62.2% |
| All | +208.9% | +118.5% | +90.5% | +75.1% |
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 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