+53.1%
IBTA vs SPY
+17.2%
+35.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +3.4% |
| 7D | +7.6% | -2.0% | +9.5% | +10.3% |
| 30D | +9.2% | -1.7% | +10.9% | +11.6% |
| 3M | +26.5% | +4.7% | +21.8% | +23.2% |
| 6M | +80.2% | +12.5% | +67.7% | +63.0% |
| YTD | +76.7% | +11.7% | +65.0% | +59.8% |
| 1Y | +53.1% | +17.5% | +35.6% | +43.2% |
| All | +53.1% | +17.2% | +35.9% | +43.2% |
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