+105.5%
IBTA vs SPY
+14.6%
+90.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.8% | +2.4% |
| 7D | +30.1% | -0.7% | +30.9% | +31.3% |
| 30D | +52.4% | -1.0% | +53.5% | +54.2% |
| 3M | +68.8% | -0.3% | +69.1% | +69.3% |
| 6M | +76.6% | +7.3% | +69.3% | +65.9% |
| YTD | +177.3% | +13.3% | +164.0% | +143.4% |
| 1Y | +105.5% | +14.8% | +90.7% | +73.3% |
| All | +105.5% | +14.6% | +90.9% | +73.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling