+84.9%
SPYG vs IBN
+52.7%
+32.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.6% |
| 7D | -1.8% | -5.5% | +3.7% | +0.3% |
| 30D | -1.9% | -3.4% | +1.5% | -0.7% |
| 3M | +5.2% | +8.7% | -3.5% | +1.5% |
| 6M | +15.6% | +3.7% | +11.8% | +13.4% |
| YTD | +12.4% | -2.4% | +14.8% | +12.8% |
| 1Y | +17.5% | -8.1% | +25.5% | +20.3% |
| 3Y | +98.1% | +26.3% | +71.7% | +71.9% |
| 5Y | +84.9% | +54.9% | +30.0% | +40.5% |
| All | +84.9% | +52.7% | +32.2% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling