+311.0%
SPYM vs IBN
+385.6%
-74.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +2.6% | +1.9% | +0.7% | +2.0% |
| 30D | -2.0% | +22.1% | -24.1% | -7.3% |
| 3M | -2.8% | +17.1% | -19.9% | -7.1% |
| 6M | +2.2% | +35.5% | -33.4% | -6.3% |
| YTD | +11.5% | +16.8% | -5.3% | +6.3% |
| 1Y | +13.5% | +12.4% | +1.1% | +9.3% |
| 3Y | +78.0% | +58.0% | +20.0% | +54.1% |
| 5Y | +73.1% | +73.7% | -0.6% | +45.0% |
| All | +311.0% | +385.6% | -74.6% | +175.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling