-60.8%
IBTA vs SPY
+58.4%
-119.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.3% |
| 7D | +3.6% | +0.1% | +3.5% | +3.4% |
| 30D | +8.7% | +0.1% | +8.6% | +8.7% |
| 3M | +17.0% | +2.0% | +15.0% | +15.0% |
| 6M | +60.1% | +13.0% | +47.1% | +39.9% |
| YTD | +68.9% | +13.5% | +55.4% | +46.5% |
| 1Y | +45.1% | +20.0% | +25.2% | +18.9% |
| All | -60.8% | +58.4% | -119.2% | -78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling