+73.5%
SPYM vs IP
-11.8%
+85.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -0.6% | 0.0% | -0.6% | -0.5% |
| 30D | -3.7% | +9.4% | -13.0% | -5.6% |
| 3M | -2.7% | -14.1% | +11.3% | +0.2% |
| 6M | +2.2% | +9.2% | -6.9% | -0.8% |
| YTD | +10.9% | -7.5% | +18.5% | +10.8% |
| 1Y | +11.3% | -2.8% | +14.1% | +9.7% |
| 3Y | +76.8% | +21.2% | +55.6% | +53.9% |
| All | +73.5% | -11.8% | +85.2% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling