-59.0%
IBTA vs SPY
+55.8%
-114.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +3.3% |
| 7D | +7.6% | -2.0% | +9.5% | +10.1% |
| 30D | +9.2% | -1.7% | +10.9% | +11.4% |
| 3M | +26.5% | +4.7% | +21.8% | +21.1% |
| 6M | +80.2% | +12.5% | +67.7% | +58.2% |
| YTD | +76.7% | +11.7% | +65.0% | +56.1% |
| 1Y | +53.1% | +17.5% | +35.6% | +28.5% |
| All | -59.0% | +55.8% | -114.8% | -77.1% |
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