+118.3%
ISBA vs SPY
+312.5%
-194.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.5% |
| 7D | -2.1% | -0.4% | -1.7% | -2.0% |
| 30D | -3.2% | -1.4% | -1.8% | -2.9% |
| 3M | -6.1% | +3.7% | -9.8% | -6.8% |
| 6M | -12.7% | +13.0% | -25.7% | -14.7% |
| YTD | -20.9% | +12.4% | -33.3% | -22.6% |
| 1Y | +23.3% | +18.5% | +4.7% | +19.5% |
| 3Y | +116.8% | +77.6% | +39.2% | +96.0% |
| 5Y | +89.3% | +81.7% | +7.6% | +69.5% |
| 10Y | +118.3% | +319.7% | -201.3% | +86.7% |
| All | +118.3% | +312.5% | -194.2% | +86.7% |
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