+19.0%
IBDX vs SPY
+106.7%
-87.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | 0.0% | -2.7% | +2.7% | +0.4% |
| 30D | +1.4% | -5.4% | +6.8% | +2.3% |
| 3M | -0.9% | -4.1% | +3.2% | -0.3% |
| 6M | -1.4% | +0.7% | -2.1% | -1.6% |
| YTD | -0.8% | +8.7% | -9.5% | -2.3% |
| 1Y | +0.1% | +10.9% | -10.8% | -1.8% |
| 3Y | +20.8% | +75.0% | -54.2% | +6.9% |
| All | +19.0% | +106.7% | -87.7% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling