+5.9%
IBDV vs SPY
+168.8%
-162.9%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -0.7% | -2.0% | +1.3% | -0.5% |
| 30D | -0.8% | -1.7% | +0.8% | -0.7% |
| 3M | -0.5% | +4.7% | -5.2% | -1.0% |
| 6M | -0.9% | +12.5% | -13.4% | -2.3% |
| YTD | -0.4% | +11.7% | -12.1% | -1.7% |
| 1Y | +0.7% | +17.5% | -16.8% | -1.2% |
| 3Y | +18.2% | +76.6% | -58.4% | +9.7% |
| 5Y | +1.8% | +82.0% | -80.3% | -7.0% |
| All | +5.9% | +168.8% | -162.9% | -6.0% |
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