+1,942.8%
IBP vs SPY
+425.7%
+1,517.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.6% |
| 6M | -26.5% | +13.0% | -39.5% | -38.0% |
| YTD | -7.1% | +13.5% | -20.6% | -22.4% |
| 1Y | -10.5% | +20.0% | -30.4% | -31.0% |
| 3Y | +70.5% | +77.2% | -6.7% | -25.6% |
| 5Y | +110.7% | +81.9% | +28.8% | -10.4% |
| 10Y | +656.4% | +314.1% | +342.3% | +9.6% |
| All | +1,942.8% | +425.7% | +1,517.1% | +129.4% |
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 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