+98.4%
SPYG vs IBN
+25.8%
+72.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +0.1% |
| 7D | +0.3% | -5.1% | +5.4% | +1.6% |
| 30D | -1.7% | -3.5% | +1.8% | -0.8% |
| 3M | +3.6% | +11.3% | -7.7% | +0.7% |
| 6M | +16.6% | +4.4% | +12.2% | +14.9% |
| YTD | +13.4% | -1.8% | +15.2% | +13.2% |
| 1Y | +19.6% | -8.0% | +27.6% | +20.9% |
| All | +98.4% | +25.8% | +72.6% | +89.7% |
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