+60.7%
IBRN vs SPY
+100.9%
-40.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | -1.1% | +0.5% | -1.7% | -1.7% |
| 30D | -0.9% | -0.9% | 0.0% | 0.0% |
| 3M | +13.3% | +3.9% | +9.4% | +9.0% |
| 6M | +25.0% | +14.5% | +10.4% | +9.4% |
| YTD | +19.1% | +12.9% | +6.2% | +5.7% |
| 1Y | +50.7% | +19.4% | +31.3% | +26.9% |
| 3Y | +73.1% | +78.5% | -5.3% | -1.2% |
| All | +60.7% | +100.9% | -40.2% | -17.2% |
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 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