+5.0%
IBMT vs SPY
+36.3%
-31.3%
-3.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -0.5% | -0.4% | -0.1% | -0.5% |
| 30D | -1.1% | -1.4% | +0.3% | -1.0% |
| 3M | -1.3% | +3.7% | -5.0% | -1.4% |
| 6M | -1.8% | +13.0% | -14.8% | -2.0% |
| YTD | -1.1% | +12.4% | -13.5% | -1.3% |
| 1Y | -0.4% | +18.5% | -18.9% | -0.6% |
| All | +5.0% | +36.3% | -31.3% | +4.7% |
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