-99.6%
INAB vs SPY
+86.7%
-186.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.6% |
| 7D | -10.8% | -0.8% | -10.1% | -10.1% |
| 30D | +7.1% | -1.1% | +8.2% | +8.3% |
| 3M | -25.7% | +3.9% | -29.6% | -28.8% |
| 6M | -46.2% | +13.6% | -59.8% | -52.9% |
| YTD | -54.3% | +12.7% | -66.9% | -59.5% |
| 1Y | -48.8% | +17.5% | -66.3% | -56.2% |
| 3Y | -96.4% | +76.9% | -173.3% | -97.9% |
| 5Y | -99.6% | +83.6% | -183.2% | -99.8% |
| All | -99.6% | +86.7% | -186.4% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling