+1,788.0%
IBP vs SPY
+403.1%
+1,384.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.8% |
| 7D | +3.1% | -2.7% | +5.8% | +7.4% |
| 30D | +19.3% | -5.4% | +24.7% | +29.1% |
| 3M | -8.9% | -4.1% | -4.8% | -3.2% |
| 6M | -26.2% | +0.7% | -26.9% | -26.7% |
| YTD | -14.1% | +8.7% | -22.8% | -23.6% |
| 1Y | -11.5% | +10.9% | -22.4% | -23.3% |
| 3Y | +87.8% | +75.0% | +12.8% | -16.8% |
| 5Y | +80.8% | +67.8% | +13.0% | -13.2% |
| 10Y | +616.0% | +312.9% | +303.2% | +4.7% |
| All | +1,788.0% | +403.1% | +1,384.9% | +125.9% |
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