+190.1%
IBCP vs SPY
+307.0%
-116.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +1.2% | +2.6% | -1.4% | -1.2% |
| 30D | +6.5% | -2.0% | +8.5% | +8.3% |
| 3M | -3.8% | -2.8% | -1.0% | -1.5% |
| 6M | +12.4% | +2.1% | +10.3% | +9.3% |
| YTD | +16.5% | +11.5% | +5.0% | +4.0% |
| 1Y | +22.0% | +13.5% | +8.5% | +7.0% |
| 3Y | +93.9% | +77.7% | +16.2% | +9.5% |
| 5Y | +85.8% | +72.6% | +13.2% | +6.8% |
| All | +190.1% | +307.0% | -116.9% | -35.2% |
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