+226.5%
IBEX vs SPY
+145.8%
+80.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | 0.0% |
| 7D | +12.4% | +0.1% | +12.4% | +12.4% |
| 30D | +12.9% | -3.3% | +16.3% | +15.5% |
| 3M | +35.0% | -2.4% | +37.4% | +37.2% |
| 6M | +55.5% | +2.6% | +53.0% | +52.5% |
| YTD | +31.7% | +11.2% | +20.5% | +22.2% |
| 1Y | +36.4% | +13.4% | +23.1% | +25.0% |
| 3Y | +194.0% | +79.9% | +114.1% | +98.0% |
| 5Y | +164.6% | +72.2% | +92.4% | +84.9% |
| All | +226.5% | +145.8% | +80.6% | +46.2% |
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