-40.2%
IBUY vs SPY
+82.3%
-122.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | -0.1% |
| 7D | -4.5% | -0.8% | -3.8% | -3.4% |
| 30D | -6.3% | -1.1% | -5.2% | -4.8% |
| 3M | +2.4% | +3.9% | -1.5% | -3.2% |
| 6M | +5.9% | +13.6% | -7.7% | -12.3% |
| YTD | -8.1% | +12.7% | -20.8% | -22.9% |
| 1Y | -10.0% | +17.5% | -27.5% | -29.0% |
| 3Y | +44.6% | +76.9% | -32.3% | -39.6% |
| All | -40.2% | +82.3% | -122.4% | -75.2% |
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