+43.0%
IBUY vs SPY
+75.5%
-32.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.3% |
| 7D | -6.2% | -2.0% | -4.2% | -3.9% |
| 30D | -8.1% | -1.7% | -6.4% | -6.1% |
| 3M | +3.2% | +4.7% | -1.5% | -2.6% |
| 6M | +4.2% | +12.5% | -8.3% | -10.2% |
| YTD | -9.1% | +11.7% | -20.9% | -20.9% |
| 1Y | -10.1% | +17.5% | -27.5% | -26.4% |
| All | +43.0% | +75.5% | -32.5% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling