+7.4%
IBTO vs SPY
+72.8%
-65.4%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +0.6% |
| 7D | +0.8% | -4.7% | +5.5% | +0.9% |
| 30D | +2.6% | -5.9% | +8.5% | +2.8% |
| 3M | -0.9% | -4.5% | +3.6% | -0.8% |
| 6M | -1.1% | +1.8% | -2.9% | -1.1% |
| YTD | -1.4% | +8.3% | -9.7% | -1.7% |
| 1Y | -0.8% | +9.3% | -10.1% | -1.1% |
| 3Y | +12.3% | +74.9% | -62.5% | +4.0% |
| All | +7.4% | +72.8% | -65.4% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling