-60.8%
IBTA vs SPY
+57.5%
-118.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | +3.0% | +0.5% | +2.4% | +2.3% |
| 30D | -0.1% | -0.9% | +0.8% | +1.0% |
| 3M | +19.6% | +3.9% | +15.7% | +15.4% |
| 6M | +63.9% | +14.5% | +49.4% | +41.0% |
| YTD | +68.9% | +12.9% | +55.9% | +47.4% |
| 1Y | +33.8% | +19.4% | +14.4% | +10.2% |
| All | -60.8% | +57.5% | -118.3% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling