+82.3%
SPYM vs IBN
+54.0%
+28.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | +0.1% |
| 7D | -0.4% | -5.1% | +4.7% | +1.4% |
| 30D | -1.4% | -3.5% | +2.2% | -0.2% |
| 3M | +3.7% | +11.3% | -7.6% | -0.1% |
| 6M | +13.0% | +4.4% | +8.6% | +11.0% |
| YTD | +12.5% | -1.8% | +14.3% | +12.5% |
| 1Y | +18.6% | -8.0% | +26.6% | +21.1% |
| 3Y | +78.0% | +27.1% | +51.0% | +57.6% |
| 5Y | +82.3% | +54.5% | +27.8% | +45.1% |
| All | +82.3% | +54.0% | +28.3% | +45.1% |
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