-100.0%
INBS vs SPY
+123.5%
-223.5%
-100.0%
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% | -3.7% |
| 7D | -4.5% | -0.8% | -3.7% | -3.6% |
| 30D | -16.1% | -1.1% | -15.1% | -15.2% |
| 3M | -11.1% | +3.9% | -14.9% | -15.3% |
| 6M | -47.8% | +13.6% | -61.4% | -55.3% |
| YTD | -77.6% | +12.7% | -90.3% | -80.7% |
| 1Y | -87.7% | +17.5% | -105.2% | -89.9% |
| 3Y | -98.9% | +76.9% | -175.8% | -99.4% |
| 5Y | -100.0% | +83.6% | -183.6% | -100.0% |
| All | -100.0% | +123.5% | -223.5% | -100.0% |
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 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