+76.5%
SPY vs IBN
+57.6%
+18.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | -0.6% | +15.8% | -16.4% | -3.5% |
| 30D | -3.7% | +25.1% | -28.7% | -8.1% |
| 3M | -2.7% | +16.0% | -18.7% | -5.7% |
| 6M | +2.2% | +32.8% | -30.6% | -3.9% |
| YTD | +10.8% | +18.0% | -7.2% | +6.5% |
| 1Y | +11.2% | +15.9% | -4.7% | +7.3% |
| 3Y | +76.5% | +57.6% | +18.8% | +64.1% |
| All | +76.5% | +57.6% | +18.9% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling