+60.6%
FIBK vs SPY
+307.0%
-246.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | +0.3% | +2.6% | -2.3% | -2.1% |
| 30D | +11.7% | -2.0% | +13.7% | +13.7% |
| 3M | -1.1% | -2.8% | +1.6% | +1.3% |
| 6M | +14.0% | +2.1% | +11.8% | +11.1% |
| YTD | +15.2% | +11.5% | +3.7% | +3.3% |
| 1Y | +26.9% | +13.5% | +13.4% | +11.9% |
| 3Y | +93.6% | +77.7% | +15.9% | +13.2% |
| 5Y | +17.5% | +72.6% | -55.1% | -29.8% |
| All | +60.6% | +307.0% | -246.4% | -65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling