+76.8%
SPYM vs IBN
+25.8%
+51.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.1% |
| 7D | -0.4% | -5.1% | +4.7% | +0.8% |
| 30D | -1.4% | -3.5% | +2.2% | -0.6% |
| 3M | +3.7% | +11.3% | -7.6% | +1.1% |
| 6M | +13.0% | +4.4% | +8.6% | +11.6% |
| YTD | +12.5% | -1.8% | +14.3% | +12.3% |
| 1Y | +18.6% | -8.0% | +26.6% | +19.9% |
| All | +76.8% | +25.8% | +51.0% | +69.0% |
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