+41.2%
IBRN vs SPY
+93.3%
-52.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.5% |
| 7D | +3.0% | -2.7% | +5.7% | +5.7% |
| 30D | +6.2% | -5.4% | +11.5% | +11.9% |
| 3M | -12.3% | -4.1% | -8.2% | -8.8% |
| 6M | -6.2% | +0.7% | -7.0% | -7.1% |
| YTD | +4.7% | +8.7% | -4.0% | -3.7% |
| 1Y | +22.0% | +10.9% | +11.1% | +10.1% |
| 3Y | +66.3% | +75.0% | -8.7% | -3.3% |
| All | +41.2% | +93.3% | -52.1% | -24.5% |
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