-41.2%
IBTA vs SPY
+55.5%
-96.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | -0.9% | +2.6% | -3.5% | -3.9% |
| 30D | +29.6% | -2.0% | +31.6% | +33.1% |
| 3M | +50.8% | -2.8% | +53.6% | +56.0% |
| 6M | +78.2% | +2.1% | +76.1% | +75.1% |
| YTD | +153.4% | +11.5% | +141.9% | +124.7% |
| 1Y | +130.5% | +13.5% | +117.1% | +100.2% |
| All | -41.2% | +55.5% | -96.7% | -67.0% |
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