+16.5%
IBIF vs SPY
+84.2%
-67.7%
-2.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.4% |
| 7D | -0.5% | -0.8% | +0.3% | -0.5% |
| 30D | -0.4% | -1.1% | +0.7% | -0.4% |
| 3M | -0.6% | +3.9% | -4.4% | -0.6% |
| 6M | 0.0% | +13.6% | -13.6% | -0.1% |
| YTD | +1.1% | +12.7% | -11.6% | +1.0% |
| 1Y | +1.0% | +17.5% | -16.5% | +0.8% |
| All | +16.5% | +84.2% | -67.7% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling