+120.8%
ISBA vs SPY
+308.5%
-187.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -2.0% |
| 7D | -2.5% | +3.3% | -5.8% | -3.1% |
| 30D | +7.4% | -2.7% | +10.1% | +8.0% |
| 3M | -1.6% | -1.7% | +0.2% | -1.2% |
| 6M | -5.7% | +3.1% | -8.8% | -6.3% |
| YTD | -19.1% | +11.9% | -31.0% | -20.8% |
| 1Y | -1.2% | +12.0% | -13.1% | -3.3% |
| 3Y | +124.2% | +78.2% | +46.0% | +102.5% |
| 5Y | +82.7% | +73.2% | +9.4% | +64.7% |
| All | +120.8% | +308.5% | -187.7% | +88.9% |
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