+1,504.3%
IBN vs SPY
+710.6%
+793.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -0.3% | +0.1% | -0.4% | -0.5% |
| 3M | +17.1% | +2.0% | +15.1% | +13.8% |
| 6M | +3.4% | +13.0% | -9.6% | -11.0% |
| YTD | +2.5% | +13.5% | -11.0% | -12.3% |
| 1Y | -4.2% | +20.0% | -24.1% | -23.8% |
| 3Y | +32.4% | +77.2% | -44.8% | -37.7% |
| 5Y | +59.2% | +81.9% | -22.7% | -29.6% |
| 10Y | +345.7% | +314.1% | +31.6% | -36.4% |
| All | +1,504.3% | +710.6% | +793.7% | +3.9% |
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