+115.1%
IBP vs SPY
+82.0%
+33.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.9% |
| 7D | -2.8% | +0.1% | -3.0% | -3.0% |
| 30D | -1.2% | +0.1% | -1.3% | -1.3% |
| 3M | +17.9% | +2.0% | +15.9% | +14.9% |
| 6M | -26.5% | +13.0% | -39.5% | -36.9% |
| YTD | -7.1% | +13.5% | -20.6% | -20.9% |
| 1Y | -10.5% | +20.0% | -30.4% | -29.0% |
| 3Y | +70.5% | +77.2% | -6.7% | -19.2% |
| All | +115.1% | +82.0% | +33.0% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling