+25.9%
IBHH vs SPY
+87.6%
-61.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -0.2% | +3.3% | -3.5% | -1.1% |
| 30D | +0.4% | -2.7% | +3.1% | +1.1% |
| 3M | +0.5% | -1.7% | +2.2% | +0.9% |
| 6M | +1.4% | +3.1% | -1.7% | +0.4% |
| YTD | +2.7% | +11.9% | -9.2% | -0.8% |
| 1Y | +3.8% | +12.0% | -8.2% | +0.2% |
| 3Y | +25.7% | +78.2% | -52.5% | +2.9% |
| All | +25.9% | +87.6% | -61.8% | -0.9% |
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