+19.7%
IBHG vs SPY
+87.5%
-67.8%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -0.2% | -2.0% | +1.8% | +0.3% |
| 30D | -0.1% | -1.7% | +1.6% | +0.3% |
| 3M | +0.8% | +4.7% | -3.9% | -0.4% |
| 6M | +1.8% | +12.5% | -10.7% | -1.3% |
| YTD | +1.7% | +11.7% | -10.0% | -1.2% |
| 1Y | +3.2% | +17.5% | -14.3% | -1.1% |
| 3Y | +22.8% | +76.6% | -53.8% | +3.8% |
| 5Y | +19.1% | +82.0% | -62.9% | -2.4% |
| All | +19.7% | +87.5% | -67.8% | -2.5% |
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