-38.8%
IBTA vs SPY
+56.6%
-95.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -2.2% |
| 7D | -4.9% | -0.9% | -4.0% | -3.7% |
| 30D | +39.5% | -2.4% | +41.9% | +43.7% |
| 3M | +63.1% | -1.2% | +64.2% | +65.4% |
| 6M | +80.9% | +3.3% | +77.6% | +75.4% |
| YTD | +163.7% | +12.3% | +151.4% | +131.9% |
| 1Y | +92.8% | +12.4% | +80.3% | +70.2% |
| All | -38.8% | +56.6% | -95.5% | -66.0% |
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