+174.7%
IBCP vs SPY
+3,091.8%
-2,917.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -2.7% | +0.1% | -2.7% | -2.8% |
| 3M | +10.1% | +2.0% | +8.1% | +7.6% |
| 6M | +7.3% | +13.0% | -5.7% | -4.4% |
| YTD | +17.6% | +13.5% | +4.1% | +4.2% |
| 1Y | +16.6% | +20.0% | -3.3% | -1.8% |
| 3Y | +112.5% | +77.2% | +35.3% | +25.4% |
| 5Y | +118.3% | +81.9% | +36.4% | +24.0% |
| 10Y | +221.8% | +314.1% | -92.3% | -10.4% |
| All | +174.7% | +3,091.8% | -2,917.0% | -73.6% |
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