+57.1%
IBLC vs SPY
+87.2%
-30.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +3.8% |
| 7D | -5.4% | -2.7% | -2.7% | +1.1% |
| 30D | -24.8% | -5.4% | -19.4% | -13.6% |
| 3M | -22.1% | -4.1% | -18.0% | -13.0% |
| 6M | -36.9% | +0.7% | -37.6% | -36.5% |
| YTD | -18.1% | +8.7% | -26.8% | -29.4% |
| 1Y | -37.3% | +10.9% | -48.2% | -48.1% |
| 3Y | +110.1% | +75.0% | +35.1% | -33.5% |
| All | +57.1% | +87.2% | -30.0% | -52.8% |
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