+221.6%
IBEX vs SPY
+140.2%
+81.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.2% | +0.3% | +14.9% | +15.0% |
| 7D | +10.7% | -2.7% | +13.4% | +12.7% |
| 30D | +14.7% | -5.4% | +20.1% | +19.0% |
| 3M | +34.0% | -4.1% | +38.1% | +37.7% |
| 6M | +76.2% | +0.7% | +75.5% | +74.8% |
| YTD | +29.7% | +8.7% | +21.0% | +22.3% |
| 1Y | +34.3% | +10.9% | +23.5% | +24.9% |
| 3Y | +190.8% | +75.0% | +115.8% | +99.4% |
| 5Y | +156.7% | +67.8% | +88.9% | +82.7% |
| All | +221.6% | +140.2% | +81.4% | +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