+5.0%
ISBA vs SPY
+12.3%
-7.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | +0.3% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +10.3% | -3.3% | +13.6% | +11.7% |
| 3M | +4.2% | -2.4% | +6.6% | +5.1% |
| 6M | -2.4% | +2.6% | -5.0% | -3.5% |
| YTD | -16.0% | +11.2% | -27.2% | -20.6% |
| All | +5.0% | +12.3% | -7.3% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling