+35.1%
IBDT vs SPY
+191.9%
-156.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -0.3% | +2.6% | -2.9% | -0.5% |
| 30D | +0.3% | -2.0% | +2.3% | +0.4% |
| 3M | 0.0% | -2.8% | +2.8% | +0.2% |
| 6M | +1.0% | +2.1% | -1.2% | +0.8% |
| YTD | +1.6% | +11.5% | -9.9% | +0.6% |
| 1Y | +2.5% | +13.5% | -11.0% | +1.4% |
| 3Y | +19.0% | +77.7% | -58.7% | +12.9% |
| 5Y | +7.5% | +72.6% | -65.1% | +1.7% |
| All | +35.1% | +191.9% | -156.8% | +22.5% |
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