+93.0%
IBOT vs SPY
+94.2%
-1.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -0.8% |
| 7D | -2.7% | -2.0% | -0.7% | -0.1% |
| 30D | -7.4% | -1.7% | -5.8% | -5.4% |
| 3M | +0.2% | +4.7% | -4.5% | -5.3% |
| 6M | +11.8% | +12.5% | -0.7% | -3.0% |
| YTD | +19.5% | +11.7% | +7.8% | +4.7% |
| 1Y | +31.4% | +17.5% | +13.9% | +8.6% |
| 3Y | +81.5% | +76.6% | +4.9% | -8.4% |
| All | +93.0% | +94.2% | -1.2% | -11.6% |
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