+7.4%
IBTG vs SPY
+189.7%
-182.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | -0.4% | +0.4% | +0.1% |
| 30D | +0.3% | -1.4% | +1.7% | +0.3% |
| 3M | +0.9% | +3.7% | -2.8% | +1.0% |
| 6M | +1.8% | +13.0% | -11.2% | +2.0% |
| YTD | +2.4% | +12.4% | -10.0% | +2.6% |
| 1Y | +3.7% | +18.5% | -14.8% | +4.0% |
| 3Y | +14.5% | +77.6% | -63.2% | +15.6% |
| 5Y | +4.6% | +81.7% | -77.1% | +5.6% |
| All | +7.4% | +189.7% | -182.3% | +11.5% |
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 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