+47.6%
IBBQ vs SPY
+94.9%
-47.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +9.5% | +0.1% | +9.4% | +9.4% |
| 3M | +22.0% | +2.0% | +20.0% | +19.9% |
| 6M | +21.7% | +13.0% | +8.7% | +10.1% |
| YTD | +27.3% | +13.5% | +13.7% | +14.6% |
| 1Y | +52.9% | +20.0% | +32.9% | +31.7% |
| 3Y | +77.9% | +77.2% | +0.7% | +10.6% |
| 5Y | +37.6% | +81.9% | -44.3% | -17.1% |
| All | +47.6% | +94.9% | -47.3% | -13.7% |
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