+307.8%
SPY vs IP
+20.8%
+287.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | +2.6% | -0.3% | +2.9% | +2.7% |
| 30D | -2.0% | +7.9% | -9.9% | -4.4% |
| 3M | -2.8% | -15.3% | +12.5% | +1.8% |
| 6M | +2.1% | +10.5% | -8.4% | -2.5% |
| YTD | +11.5% | -9.4% | +20.9% | +11.8% |
| 1Y | +13.5% | -4.6% | +18.1% | +11.6% |
| 3Y | +77.7% | +21.2% | +56.5% | +51.4% |
| 5Y | +72.6% | -13.3% | +85.9% | +65.1% |
| All | +307.8% | +20.8% | +287.0% | +219.8% |
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