+75.3%
IBN vs SPY
+74.6%
+0.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.2% |
| 7D | +11.1% | -0.9% | +12.0% | +11.5% |
| 30D | +23.9% | -2.4% | +26.2% | +25.3% |
| 3M | +16.3% | -1.2% | +17.5% | +16.8% |
| 6M | +34.2% | +3.3% | +30.9% | +30.9% |
| YTD | +17.6% | +12.3% | +5.3% | +8.9% |
| 1Y | +13.8% | +12.4% | +1.4% | +5.3% |
| 3Y | +57.0% | +78.8% | -21.8% | +3.0% |
| 5Y | +75.3% | +75.2% | +0.2% | +17.5% |
| All | +75.3% | +74.6% | +0.7% | +17.5% |
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