+312.8%
SPY vs IP
+23.2%
+289.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.0% |
| 7D | +0.1% | -5.3% | +5.4% | +1.7% |
| 30D | +0.1% | -10.9% | +10.9% | +3.4% |
| 3M | +2.0% | +11.2% | -9.2% | -2.3% |
| 6M | +13.0% | -10.2% | +23.2% | +14.9% |
| YTD | +13.5% | -2.0% | +15.5% | +11.5% |
| 1Y | +20.0% | -19.1% | +39.1% | +24.7% |
| 3Y | +77.2% | +20.9% | +56.3% | +52.6% |
| 5Y | +81.9% | -17.8% | +99.7% | +79.0% |
| All | +312.8% | +23.2% | +289.6% | +218.4% |
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