+30.0%
IBHJ vs SPY
+83.4%
-53.3%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.2% |
| 7D | -0.9% | -0.8% | -0.1% | -0.7% |
| 30D | -0.6% | -1.1% | +0.4% | -0.4% |
| 3M | +0.4% | +3.9% | -3.5% | -0.6% |
| 6M | +2.1% | +13.6% | -11.5% | -1.1% |
| YTD | +2.3% | +12.7% | -10.4% | -0.8% |
| 1Y | +4.1% | +17.5% | -13.4% | 0.0% |
| 3Y | +27.8% | +76.9% | -49.1% | +6.9% |
| All | +30.0% | +83.4% | -53.3% | +5.5% |
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