+15.0%
IBMP vs SPY
+196.8%
-181.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +0.2% | +0.1% | +0.1% | +0.2% |
| 3M | +0.5% | +2.0% | -1.5% | +0.4% |
| 6M | +0.8% | +13.0% | -12.2% | +0.1% |
| YTD | +1.5% | +13.5% | -12.1% | +0.7% |
| 1Y | +2.1% | +20.0% | -17.9% | +1.0% |
| 3Y | +9.6% | +77.2% | -67.6% | +5.6% |
| 5Y | +3.1% | +81.9% | -78.8% | -1.0% |
| All | +15.0% | +196.8% | -181.8% | +2.9% |
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 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