+526.3%
IOSP vs SPY
+1,007.4%
-481.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -0.7% |
| 7D | -2.9% | -0.9% | -2.0% | -2.1% |
| 30D | -18.2% | -2.4% | -15.8% | -16.5% |
| 3M | -16.7% | -1.2% | -15.5% | -16.2% |
| 6M | -2.0% | +3.3% | -5.3% | -6.5% |
| YTD | +3.5% | +12.3% | -8.8% | -10.2% |
| 1Y | +6.0% | +12.4% | -6.5% | -8.3% |
| 3Y | -18.7% | +78.8% | -97.5% | -58.4% |
| 5Y | -9.2% | +75.2% | -84.4% | -53.6% |
| 10Y | +49.5% | +311.1% | -261.6% | -69.8% |
| All | +526.3% | +1,007.4% | -481.2% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling