+154.4%
IBEX vs SPY
+150.9%
+3.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +2.8% | +0.1% | +2.6% | +2.7% |
| 30D | +7.8% | +0.1% | +7.7% | +7.7% |
| 3M | +31.4% | +2.0% | +29.4% | +29.4% |
| 6M | +32.5% | +13.0% | +19.5% | +21.6% |
| YTD | +2.6% | +13.5% | -11.0% | -6.0% |
| 1Y | +33.2% | +20.0% | +13.2% | +17.7% |
| 3Y | +99.6% | +77.2% | +22.5% | +35.6% |
| 5Y | +111.7% | +81.9% | +29.9% | +40.3% |
| All | +154.4% | +150.9% | +3.4% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling