+414.4%
SPYG vs IBN
+324.2%
+90.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.3% |
| 7D | -0.9% | -3.0% | +2.1% | 0.0% |
| 30D | -1.5% | -1.5% | 0.0% | -1.1% |
| 3M | +3.7% | +7.9% | -4.2% | +1.4% |
| 6M | +16.4% | +8.6% | +7.8% | +13.5% |
| YTD | +13.3% | -0.6% | +13.9% | +13.1% |
| 1Y | +17.9% | -7.3% | +25.2% | +19.7% |
| 3Y | +98.3% | +26.2% | +72.1% | +82.7% |
| 5Y | +86.4% | +57.8% | +28.6% | +60.6% |
| All | +414.4% | +324.2% | +90.2% | +258.4% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling