+15.1%
IBMP vs SPY
+190.8%
-175.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +0.3% | -3.3% | +3.6% | +0.5% |
| 3M | +0.2% | -2.4% | +2.7% | +0.4% |
| 6M | +0.9% | +2.6% | -1.7% | +0.7% |
| YTD | +1.6% | +11.2% | -9.7% | +0.9% |
| 1Y | +2.1% | +13.4% | -11.3% | +1.4% |
| 3Y | +10.1% | +79.9% | -69.8% | +5.9% |
| 5Y | +3.7% | +72.2% | -68.5% | 0.0% |
| All | +15.1% | +190.8% | -175.7% | +3.1% |
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 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