-99.0%
IBG vs SPY
+34.1%
-133.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.4% | -6.3% | -6.7% |
| 7D | -7.0% | +0.1% | -7.1% | -6.6% |
| 30D | -15.4% | -3.3% | -12.1% | -11.4% |
| 3M | -26.7% | -2.4% | -24.3% | -24.2% |
| 6M | -12.9% | +2.6% | -15.5% | -15.5% |
| YTD | -92.3% | +11.2% | -103.5% | -93.3% |
| 1Y | -93.1% | +13.4% | -106.5% | -94.2% |
| All | -99.0% | +34.1% | -133.1% | -99.2% |
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 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