-98.6%
IBG vs SPY
+36.8%
-135.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.9% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | +7.5% | +0.1% | +7.5% | +7.5% |
| 3M | -7.4% | +2.0% | -9.4% | -9.8% |
| 6M | -76.2% | +13.0% | -89.3% | -79.7% |
| YTD | -89.6% | +13.5% | -103.1% | -91.2% |
| 1Y | -92.8% | +20.0% | -112.8% | -94.4% |
| All | -98.6% | +36.8% | -135.5% | -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 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