+6.7%
IBTP vs SPY
+39.8%
-33.0%
-7.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +0.2% | -2.7% | +2.9% | +0.2% |
| 30D | +2.9% | -5.4% | +8.3% | +3.0% |
| 3M | -0.8% | -4.1% | +3.3% | -0.7% |
| 6M | -1.8% | +0.7% | -2.5% | -1.8% |
| YTD | -1.7% | +8.7% | -10.4% | -1.7% |
| 1Y | -1.6% | +10.9% | -12.5% | -1.5% |
| All | +6.7% | +39.8% | -33.0% | +7.7% |
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 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