+182.5%
IBUY vs SPY
+325.1%
-142.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | -0.3% | +2.6% | -2.9% | -3.4% |
| 30D | +3.8% | -2.0% | +5.8% | +6.2% |
| 3M | -3.1% | -2.8% | -0.4% | +0.1% |
| 6M | +11.8% | +2.1% | +9.7% | +8.7% |
| YTD | -4.2% | +11.5% | -15.7% | -16.3% |
| 1Y | -2.0% | +13.5% | -15.4% | -16.1% |
| 3Y | +61.7% | +77.7% | -16.0% | -19.4% |
| 5Y | -36.9% | +72.6% | -109.5% | -66.4% |
| 10Y | +163.3% | +308.2% | -144.9% | -43.6% |
| All | +182.5% | +325.1% | -142.6% | -42.7% |
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