+20.1%
IBD vs SPY
+265.6%
-245.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -0.4% | +0.1% | -0.5% | -0.4% |
| 3M | -0.4% | +2.0% | -2.4% | -0.5% |
| 6M | -0.6% | +13.0% | -13.6% | -1.3% |
| YTD | -0.2% | +13.5% | -13.7% | -0.9% |
| 1Y | +1.5% | +20.0% | -18.5% | +0.4% |
| 3Y | +15.6% | +77.2% | -61.6% | +11.6% |
| 5Y | +5.7% | +81.9% | -76.2% | +1.4% |
| All | +20.1% | +265.6% | -245.5% | +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 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