+51.1%
IBBQ vs SPY
+92.7%
-41.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.5% |
| 7D | -0.5% | -0.9% | +0.4% | +0.2% |
| 30D | +7.1% | -2.4% | +9.4% | +9.2% |
| 3M | +8.4% | -1.2% | +9.6% | +9.5% |
| 6M | +25.3% | +3.3% | +22.0% | +21.9% |
| YTD | +30.3% | +12.3% | +18.0% | +18.5% |
| 1Y | +34.9% | +12.4% | +22.5% | +22.5% |
| 3Y | +103.5% | +78.8% | +24.7% | +25.5% |
| 5Y | +58.3% | +75.2% | -16.8% | -2.1% |
| All | +51.1% | +92.7% | -41.6% | -10.8% |
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