+37.4%
IBAT vs SPY
+48.1%
-10.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +0.2% |
| 7D | -4.7% | +0.1% | -4.8% | -4.5% |
| 30D | -17.6% | -3.3% | -14.3% | -14.3% |
| 3M | -15.9% | -2.4% | -13.5% | -13.3% |
| 6M | -22.3% | +2.6% | -24.9% | -23.4% |
| YTD | +19.8% | +11.2% | +8.5% | +9.9% |
| 1Y | +8.4% | +13.4% | -5.0% | -2.0% |
| All | +37.4% | +48.1% | -10.7% | -1.5% |
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