+38.3%
IBAT vs SPY
+48.4%
-10.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.2% |
| 7D | +3.5% | +2.6% | +0.9% | +0.7% |
| 30D | -13.0% | -2.0% | -11.0% | -10.8% |
| 3M | -18.1% | -2.8% | -15.3% | -15.1% |
| 6M | -23.4% | +2.1% | -25.6% | -24.2% |
| YTD | +20.6% | +11.5% | +9.1% | +10.4% |
| 1Y | +12.8% | +13.5% | -0.7% | +1.9% |
| All | +38.3% | +48.4% | -10.1% | -1.0% |
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