+92.8%
IBTA vs SPY
+13.0%
+79.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -2.3% |
| 7D | -4.9% | -0.9% | -4.0% | -3.5% |
| 30D | +39.5% | -2.4% | +41.9% | +44.0% |
| 3M | +63.1% | -1.2% | +64.2% | +65.6% |
| 6M | +80.9% | +3.3% | +77.6% | +77.6% |
| YTD | +163.7% | +12.3% | +151.4% | +134.3% |
| 1Y | +92.8% | +12.4% | +80.3% | +72.5% |
| All | +92.8% | +13.0% | +79.8% | +72.5% |
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