-1.0%
IBTJ vs SPY
+190.4%
-191.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | 0.0% |
| 7D | -0.6% | -0.8% | +0.2% | -0.6% |
| 30D | -0.7% | -1.1% | +0.3% | -0.8% |
| 3M | -0.5% | +3.9% | -4.3% | -0.3% |
| 6M | -0.7% | +13.6% | -14.3% | -0.3% |
| YTD | -0.3% | +12.7% | -13.0% | +0.1% |
| 1Y | +0.5% | +17.5% | -17.0% | +1.1% |
| 3Y | +12.8% | +76.9% | -64.1% | +15.3% |
| 5Y | -2.1% | +83.6% | -85.7% | 0.0% |
| All | -1.0% | +190.4% | -191.4% | +6.7% |
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