+172.1%
IBCP vs SPY
+3,034.0%
-2,861.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +1.2% | +2.6% | -1.4% | -1.1% |
| 30D | +6.5% | -2.0% | +8.5% | +8.2% |
| 3M | -3.8% | -2.8% | -1.0% | -1.6% |
| 6M | +12.4% | +2.1% | +10.3% | +9.5% |
| YTD | +16.5% | +11.5% | +5.0% | +4.7% |
| 1Y | +22.0% | +13.5% | +8.5% | +7.8% |
| 3Y | +93.9% | +77.7% | +16.2% | +13.8% |
| 5Y | +85.8% | +72.6% | +13.2% | +10.4% |
| 10Y | +195.0% | +308.2% | -113.2% | -17.0% |
| All | +172.1% | +3,034.0% | -2,861.8% | -73.5% |
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