+86.5%
IOSP vs SPY
+318.9%
-232.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.1% |
| 7D | 0.0% | -2.0% | +1.9% | +2.1% |
| 30D | -0.9% | -1.7% | +0.7% | +0.8% |
| 3M | +11.7% | +4.7% | +6.9% | +6.0% |
| 6M | +33.4% | +12.5% | +20.9% | +17.0% |
| YTD | +23.0% | +11.7% | +11.3% | +8.7% |
| 1Y | +14.7% | +17.5% | -2.7% | -4.3% |
| 3Y | -5.3% | +76.6% | -81.9% | -49.8% |
| 5Y | +12.7% | +82.0% | -69.4% | -43.4% |
| All | +86.5% | +318.9% | -232.4% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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