+239.2%
IBEX vs SPY
+144.9%
+94.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.2% | +4.1% |
| 7D | +17.6% | -0.6% | +18.2% | +18.1% |
| 30D | +17.3% | -3.7% | +21.0% | +20.2% |
| 3M | +41.1% | -2.7% | +43.9% | +43.7% |
| 6M | +61.6% | +2.2% | +59.4% | +58.8% |
| YTD | +36.8% | +10.8% | +26.0% | +27.3% |
| 1Y | +43.1% | +11.2% | +31.9% | +32.8% |
| 3Y | +195.8% | +76.5% | +119.3% | +101.6% |
| 5Y | +185.7% | +72.9% | +112.8% | +98.0% |
| All | +239.2% | +144.9% | +94.2% | +52.2% |
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