+828.4%
SPYM vs IBN
+725.1%
+103.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +0.1% | +1.4% | -1.3% | -0.2% |
| 30D | +0.1% | -0.3% | +0.4% | +0.1% |
| 3M | +2.0% | +17.1% | -15.1% | -1.5% |
| 6M | +13.1% | +3.4% | +9.7% | +12.0% |
| YTD | +13.6% | +2.5% | +11.1% | +12.7% |
| 1Y | +20.1% | -4.2% | +24.2% | +20.7% |
| 3Y | +77.6% | +32.4% | +45.2% | +65.2% |
| 5Y | +82.5% | +59.2% | +23.4% | +62.4% |
| 10Y | +317.6% | +345.7% | -28.1% | +186.7% |
| All | +828.4% | +725.1% | +103.3% | +392.6% |
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