+65.7%
IBAT vs SPY
+51.1%
+14.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.9% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +1.8% | +0.1% | +1.7% | +1.8% |
| 3M | -11.7% | +2.0% | -13.7% | -13.2% |
| 6M | +21.1% | +13.0% | +8.1% | +8.5% |
| YTD | +44.5% | +13.5% | +31.0% | +29.1% |
| 1Y | +64.1% | +20.0% | +44.1% | +40.6% |
| All | +65.7% | +51.1% | +14.6% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling