+541.6%
IOSP vs SPY
+997.1%
-455.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | 0.0% |
| 7D | -19.4% | +0.1% | -19.5% | -20.0% |
| 30D | -16.1% | -3.3% | -12.8% | -13.5% |
| 3M | -13.2% | -2.4% | -10.8% | -11.5% |
| 6M | +0.8% | +2.6% | -1.8% | -3.1% |
| YTD | +6.0% | +11.2% | -5.2% | -7.1% |
| 1Y | +7.4% | +13.4% | -6.0% | -8.0% |
| 3Y | -16.2% | +79.9% | -96.1% | -57.4% |
| 5Y | -7.4% | +72.2% | -79.6% | -51.7% |
| 10Y | +53.0% | +307.3% | -254.3% | -68.8% |
| All | +541.6% | +997.1% | -455.4% | -48.0% |
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