-98.9%
IBG vs SPY
+31.0%
-129.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.3% |
| 7D | -9.4% | -2.7% | -6.7% | -5.7% |
| 30D | -14.4% | -5.4% | -9.0% | -7.8% |
| 3M | -28.7% | -4.1% | -24.6% | -24.6% |
| 6M | -21.5% | +0.7% | -22.2% | -21.9% |
| YTD | -92.0% | +8.7% | -100.6% | -92.8% |
| 1Y | -93.4% | +10.9% | -104.3% | -94.3% |
| All | -98.9% | +31.0% | -129.9% | -99.1% |
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