+303.9%
SPY vs IP
+26.3%
+277.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -2.7% | -5.1% | +2.4% | -1.2% |
| 30D | -5.4% | +8.5% | -13.9% | -7.8% |
| 3M | -4.1% | -13.8% | +9.7% | -0.1% |
| 6M | +0.7% | +5.7% | -5.0% | -2.5% |
| YTD | +8.7% | -9.1% | +17.8% | +8.9% |
| 1Y | +10.9% | -0.8% | +11.7% | +7.6% |
| 3Y | +75.0% | +14.8% | +60.2% | +52.4% |
| 5Y | +67.8% | -11.5% | +79.3% | +59.2% |
| All | +303.9% | +26.3% | +277.7% | +216.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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