-99.6%
INAB vs SPY
+81.0%
-180.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -4.8% |
| 7D | -1.8% | -0.4% | -1.5% | -1.4% |
| 30D | +10.7% | -1.4% | +12.0% | +12.3% |
| 3M | -25.5% | +3.7% | -29.2% | -28.4% |
| 6M | -39.0% | +13.0% | -52.0% | -46.2% |
| YTD | -53.8% | +12.4% | -66.2% | -59.0% |
| 1Y | -46.3% | +18.5% | -64.9% | -54.4% |
| 3Y | -96.3% | +77.6% | -174.0% | -97.9% |
| 5Y | -99.6% | +81.7% | -181.3% | -99.8% |
| All | -99.6% | +81.0% | -180.6% | -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 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