-100.0%
INBS vs SPY
+79.8%
-179.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.5% |
| 7D | -4.8% | -2.0% | -2.8% | -2.4% |
| 30D | +6.8% | -1.7% | +8.5% | +8.9% |
| 3M | -6.8% | +4.7% | -11.5% | -12.2% |
| 6M | -46.5% | +12.5% | -59.0% | -53.9% |
| YTD | -77.0% | +11.7% | -88.7% | -80.0% |
| 1Y | -87.1% | +17.5% | -104.6% | -89.5% |
| 3Y | -98.9% | +76.6% | -175.4% | -99.4% |
| 5Y | -100.0% | +82.0% | -182.0% | -100.0% |
| All | -100.0% | +79.8% | -179.7% | -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 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