+125.4%
ISBA vs SPY
+735.8%
-610.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +2.5% | -2.7% | +5.2% | +2.8% |
| 30D | +6.9% | -5.4% | +12.3% | +7.4% |
| 3M | +0.3% | -4.1% | +4.4% | +0.7% |
| 6M | +1.0% | +0.7% | +0.3% | +0.9% |
| YTD | -17.0% | +8.7% | -25.7% | -17.6% |
| 1Y | +4.8% | +10.9% | -6.1% | +3.8% |
| 3Y | +130.0% | +75.0% | +55.0% | +119.8% |
| 5Y | +86.4% | +67.8% | +18.6% | +78.0% |
| 10Y | +128.3% | +312.9% | -184.6% | +109.8% |
| All | +125.4% | +735.8% | -610.4% | +113.8% |
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 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