+7.4%
IBTG vs SPY
+192.7%
-185.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.3% | +0.1% | +0.3% | +0.3% |
| 3M | +0.9% | +2.0% | -1.1% | +0.9% |
| 6M | +1.8% | +13.0% | -11.2% | +2.1% |
| YTD | +2.4% | +13.5% | -11.1% | +2.6% |
| 1Y | +3.7% | +20.0% | -16.2% | +4.1% |
| 3Y | +14.2% | +77.2% | -63.0% | +15.3% |
| 5Y | +4.6% | +81.9% | -77.3% | +5.5% |
| All | +7.4% | +192.7% | -185.3% | +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 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