+87.8%
IBP vs SPY
+75.1%
+12.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.7% |
| 7D | +3.1% | -2.7% | +5.8% | +6.8% |
| 30D | +19.3% | -5.4% | +24.7% | +27.7% |
| 3M | -8.9% | -4.1% | -4.8% | -4.0% |
| 6M | -26.2% | +0.7% | -26.9% | -26.6% |
| YTD | -14.1% | +8.7% | -22.8% | -22.0% |
| 1Y | -11.5% | +10.9% | -22.4% | -21.4% |
| 3Y | +87.8% | +75.0% | +12.8% | -29.8% |
| All | +87.8% | +75.1% | +12.7% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling