+20.0%
IBD vs SPY
+258.2%
-238.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | -0.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +1.0% | -3.3% | +4.3% | +1.2% |
| 3M | -0.2% | -2.4% | +2.2% | -0.1% |
| 6M | -0.1% | +2.6% | -2.6% | -0.2% |
| YTD | -0.3% | +11.2% | -11.5% | -0.9% |
| 1Y | +0.7% | +13.4% | -12.7% | 0.0% |
| 3Y | +17.3% | +79.9% | -62.6% | +13.1% |
| 5Y | +6.3% | +72.2% | -65.9% | +2.3% |
| All | +20.0% | +258.2% | -238.2% | +14.3% |
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