-0.4%
IBTJ vs SPY
+191.1%
-191.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | -0.1% |
| 7D | +0.1% | +0.5% | -0.5% | +0.1% |
| 30D | -0.1% | -0.9% | +0.8% | -0.2% |
| 3M | +0.5% | +3.9% | -3.4% | +0.6% |
| 6M | -0.3% | +14.5% | -14.9% | +0.1% |
| YTD | +0.2% | +12.9% | -12.7% | +0.7% |
| 1Y | +1.0% | +19.4% | -18.3% | +1.7% |
| 3Y | +13.5% | +78.5% | -65.0% | +16.0% |
| 5Y | -1.6% | +81.8% | -83.3% | +0.4% |
| All | -0.4% | +191.1% | -191.5% | +7.3% |
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