+210.7%
IBEX vs SPY
+72.1%
+138.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.9% |
| 7D | +14.9% | +2.6% | +12.3% | +13.3% |
| 30D | +27.2% | -2.0% | +29.2% | +28.7% |
| 3M | +58.2% | -2.8% | +60.9% | +60.7% |
| 6M | +87.0% | +2.1% | +84.9% | +84.5% |
| YTD | +49.1% | +11.5% | +37.6% | +39.8% |
| 1Y | +58.2% | +13.5% | +44.7% | +46.8% |
| 3Y | +217.1% | +77.7% | +139.4% | +133.1% |
| All | +210.7% | +72.1% | +138.6% | +117.5% |
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