-48.8%
INAB vs SPY
+3.3%
-52.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.5% |
| 7D | -1.2% | +3.3% | -4.5% | -5.2% |
| 30D | -30.5% | -2.7% | -27.8% | -27.9% |
| 3M | -17.9% | -1.7% | -16.2% | -15.6% |
| 6M | -48.8% | +3.1% | -51.8% | -50.3% |
| All | -48.8% | +3.3% | -52.0% | -50.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling