+565.0%
IBP vs SPY
+315.0%
+250.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | -1.9% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +20.5% | -3.3% | +23.8% | +26.5% |
| 3M | -8.3% | -2.4% | -5.8% | -4.9% |
| 6M | +2.0% | +2.6% | -0.6% | -1.6% |
| YTD | -12.8% | +11.2% | -24.1% | -25.2% |
| 1Y | -12.2% | +13.4% | -25.5% | -26.6% |
| 3Y | +89.9% | +79.9% | +10.0% | -20.9% |
| 5Y | +84.5% | +72.2% | +12.4% | -16.4% |
| 10Y | +565.0% | +307.3% | +257.7% | -12.4% |
| All | +565.0% | +315.0% | +250.0% | -12.4% |
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