+33.0%
IBDR vs SPY
+312.3%
-279.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | +0.3% | -0.9% | +1.3% | +0.4% |
| 3M | +1.0% | +3.9% | -2.9% | +0.8% |
| 6M | +1.9% | +14.5% | -12.6% | +1.2% |
| YTD | +2.5% | +12.9% | -10.4% | +1.9% |
| 1Y | +4.0% | +19.4% | -15.4% | +3.0% |
| 3Y | +17.0% | +78.5% | -61.5% | +13.1% |
| 5Y | +8.3% | +81.8% | -73.4% | +4.3% |
| All | +33.0% | +312.3% | -279.3% | +30.7% |
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