-9.9%
IBTK vs SPY
+155.5%
-165.4%
-22.9%
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 | -1.0% | +2.6% | -3.6% | -1.1% |
| 30D | +0.5% | -2.0% | +2.4% | +0.5% |
| 3M | -1.2% | -2.8% | +1.6% | -1.1% |
| 6M | -0.8% | +2.1% | -3.0% | -0.9% |
| YTD | -1.0% | +11.5% | -12.5% | -1.3% |
| 1Y | -0.6% | +13.5% | -14.0% | -0.9% |
| 3Y | +13.4% | +77.7% | -64.3% | +11.3% |
| 5Y | -4.0% | +72.6% | -76.6% | -6.4% |
| All | -9.9% | +155.5% | -165.4% | -12.4% |
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