+84.2%
ILTB vs SPY
+841.7%
-757.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | -0.1% |
| 7D | +0.3% | +0.5% | -0.2% | +0.4% |
| 30D | -0.5% | -0.9% | +0.5% | -0.5% |
| 3M | -1.6% | +3.9% | -5.5% | -1.5% |
| 6M | -3.3% | +14.5% | -17.8% | -2.9% |
| YTD | -2.1% | +12.9% | -15.0% | -1.8% |
| 1Y | -2.3% | +19.4% | -21.6% | -1.7% |
| 3Y | +9.9% | +78.5% | -68.6% | +12.6% |
| 5Y | -19.7% | +81.8% | -101.4% | -17.8% |
| 10Y | +6.3% | +311.5% | -305.3% | +26.3% |
| All | +84.2% | +841.7% | -757.5% | +184.0% |
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 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