+651.6%
IOSP vs SPY
+1,019.8%
-368.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | +2.2% | +0.1% | +2.1% | +2.1% |
| 3M | +16.5% | +2.0% | +14.5% | +13.5% |
| 6M | +23.4% | +13.0% | +10.4% | +7.2% |
| YTD | +24.2% | +13.5% | +10.6% | +7.2% |
| 1Y | +12.1% | +20.0% | -7.9% | -9.2% |
| 3Y | -9.3% | +77.2% | -86.5% | -52.8% |
| 5Y | +11.2% | +81.9% | -70.7% | -45.1% |
| 10Y | +80.1% | +314.1% | -234.0% | -63.7% |
| All | +651.6% | +1,019.8% | -368.2% | -40.0% |
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