+561.6%
SPYG vs IBN
+2,921.0%
-2,359.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | 0.0% |
| 7D | +1.2% | -2.2% | +3.4% | +1.7% |
| 30D | -1.6% | -2.3% | +0.7% | -1.1% |
| 3M | +3.4% | +15.9% | -12.5% | +0.2% |
| 6M | +18.9% | +5.6% | +13.3% | +17.4% |
| YTD | +13.8% | -0.1% | +13.9% | +13.5% |
| 1Y | +20.6% | -6.5% | +27.1% | +21.8% |
| 3Y | +100.5% | +29.3% | +71.2% | +88.3% |
| 5Y | +84.6% | +56.6% | +28.0% | +66.4% |
| 10Y | +410.8% | +314.4% | +96.4% | +263.6% |
| All | +561.6% | +2,921.0% | -2,359.4% | +186.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling