+2,543.4%
IBCA vs SPY
+37.1%
+2,506.3%
-3.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -2.3% |
| 7D | -0.2% | -0.4% | +0.2% | -1.9% |
| 30D | -0.6% | -1.4% | +0.8% | -7.0% |
| 3M | -1.3% | +3.7% | -5.0% | +12.7% |
| 6M | -2.5% | +13.0% | -15.5% | +59.4% |
| YTD | -1.3% | +12.4% | -13.7% | +52.1% |
| 1Y | 0.0% | +18.5% | -18.5% | +101.8% |
| All | +2,543.4% | +37.1% | +2,506.3% | +375.4% |
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