+2.0%
IBTI vs SPY
+188.4%
-186.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -0.6% | +3.3% | -3.9% | -0.5% |
| 30D | +0.2% | -2.7% | +2.9% | +0.2% |
| 3M | 0.0% | -1.7% | +1.7% | 0.0% |
| 6M | +0.6% | +3.1% | -2.5% | +0.7% |
| YTD | +0.9% | +11.9% | -11.0% | +1.2% |
| 1Y | +1.5% | +12.0% | -10.5% | +1.8% |
| 3Y | +14.3% | +78.2% | -63.9% | +16.0% |
| 5Y | +2.2% | +73.2% | -71.0% | +3.3% |
| All | +2.0% | +188.4% | -186.5% | +7.4% |
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 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