+3,256.3%
IBOC vs SPY
+2,142.1%
+1,114.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.3% |
| 7D | +1.1% | -2.7% | +3.8% | +3.7% |
| 30D | -0.7% | -5.4% | +4.6% | +4.6% |
| 3M | -9.1% | -4.1% | -5.0% | -5.6% |
| 6M | -5.9% | +0.7% | -6.6% | -7.4% |
| YTD | +3.8% | +8.7% | -4.9% | -5.6% |
| 1Y | +2.5% | +10.9% | -8.4% | -8.8% |
| 3Y | +55.7% | +75.0% | -19.2% | -12.4% |
| 5Y | +67.4% | +67.8% | -0.4% | -3.3% |
| 10Y | +190.6% | +312.9% | -122.2% | -27.9% |
| All | +3,256.3% | +2,142.1% | +1,114.2% | +316.3% |
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