+32.0%
IBDS vs SPY
+249.7%
-217.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | +0.3% | -1.4% | +1.6% | +0.4% |
| 3M | +0.9% | +3.7% | -2.8% | +0.6% |
| 6M | +1.6% | +13.0% | -11.4% | +0.6% |
| YTD | +2.2% | +12.4% | -10.2% | +1.3% |
| 1Y | +3.7% | +18.5% | -14.9% | +2.3% |
| 3Y | +17.9% | +77.6% | -59.7% | +12.1% |
| 5Y | +7.3% | +81.7% | -74.4% | +1.4% |
| All | +32.0% | +249.7% | -217.7% | +20.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling