-98.6%
IBG vs SPY
+36.1%
-134.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | +4.8% | +0.5% | +4.3% | +4.0% |
| 30D | -1.0% | -0.9% | 0.0% | +0.2% |
| 3M | -16.7% | +3.9% | -20.6% | -20.3% |
| 6M | -81.9% | +14.5% | -96.4% | -84.8% |
| YTD | -89.6% | +12.9% | -102.5% | -91.2% |
| 1Y | -88.1% | +19.4% | -107.4% | -90.6% |
| All | -98.6% | +36.1% | -134.7% | -98.9% |
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