+4.7%
IBTM vs SPY
+104.8%
-100.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.6% |
| 7D | -0.2% | -0.6% | +0.4% | -0.2% |
| 30D | +1.2% | -3.7% | +4.9% | +1.4% |
| 3M | -1.0% | -2.7% | +1.7% | -0.9% |
| 6M | -1.8% | +2.2% | -4.0% | -1.9% |
| YTD | -1.7% | +10.8% | -12.5% | -2.2% |
| 1Y | -1.3% | +11.2% | -12.6% | -1.9% |
| 3Y | +12.9% | +76.5% | -63.6% | +8.0% |
| All | +4.7% | +104.8% | -100.1% | -1.4% |
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 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