-96.1%
INAB vs SPY
+77.4%
-173.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.5% |
| 7D | +4.6% | +0.5% | +4.0% | +4.1% |
| 30D | +16.4% | -0.9% | +17.4% | +17.5% |
| 3M | -20.8% | +3.9% | -24.7% | -23.8% |
| 6M | -33.7% | +14.5% | -48.2% | -41.8% |
| YTD | -51.3% | +12.9% | -64.2% | -56.6% |
| 1Y | -47.2% | +19.4% | -66.6% | -54.7% |
| All | -96.1% | +77.4% | -173.5% | -97.0% |
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 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