+3.5%
IBMO vs SPY
+79.8%
-76.2%
-8.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | 0.0% | -2.0% | +2.0% | 0.0% |
| 30D | +0.1% | -1.7% | +1.8% | +0.1% |
| 3M | +0.5% | +4.7% | -4.3% | +0.4% |
| 6M | +1.0% | +12.5% | -11.5% | +0.8% |
| YTD | +1.5% | +11.7% | -10.3% | +1.2% |
| 1Y | +2.1% | +17.5% | -15.4% | +1.7% |
| 3Y | +9.5% | +76.6% | -67.0% | +8.2% |
| 5Y | +3.5% | +82.0% | -78.5% | +1.9% |
| All | +3.5% | +79.8% | -76.2% | +1.9% |
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 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