-100.0%
INBS vs SPY
+121.1%
-221.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.4% | -8.4% | -8.4% |
| 7D | -10.7% | +2.6% | -13.3% | -13.1% |
| 30D | +21.4% | -2.0% | +23.4% | +24.3% |
| 3M | -41.3% | -2.8% | -38.6% | -39.6% |
| 6M | -55.9% | +2.1% | -58.0% | -57.3% |
| YTD | -81.5% | +11.5% | -93.0% | -83.9% |
| 1Y | -75.5% | +13.5% | -88.9% | -79.1% |
| 3Y | -97.2% | +77.7% | -174.9% | -98.6% |
| 5Y | -100.0% | +72.6% | -172.6% | -100.0% |
| All | -100.0% | +121.1% | -221.1% | -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 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