-99.6%
INAB vs SPY
+88.2%
-187.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.8% |
| 7D | +15.9% | +0.1% | +15.8% | +15.8% |
| 30D | +21.3% | +0.1% | +21.3% | +21.3% |
| 3M | -22.1% | +2.0% | -24.1% | -23.8% |
| 6M | -30.6% | +13.0% | -43.6% | -38.9% |
| YTD | -48.7% | +13.5% | -62.3% | -55.0% |
| 1Y | -45.0% | +20.0% | -64.9% | -53.8% |
| 3Y | -96.2% | +77.2% | -173.4% | -97.8% |
| 5Y | -99.5% | +81.9% | -181.4% | -99.7% |
| All | -99.6% | +88.2% | -187.8% | -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 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