+2,515.7%
IBCA vs SPY
+37.5%
+2,478.2%
-3.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | +3.6% |
| 7D | -1.3% | -0.8% | -0.5% | -4.8% |
| 30D | -1.7% | -1.1% | -0.7% | -6.9% |
| 3M | -2.9% | +3.9% | -6.8% | +12.1% |
| 6M | -2.3% | +13.6% | -15.9% | +63.9% |
| YTD | -2.4% | +12.7% | -15.0% | +52.1% |
| 1Y | -1.8% | +17.5% | -19.3% | +86.4% |
| All | +2,515.7% | +37.5% | +2,478.2% | +375.3% |
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