+120.4%
ISBA vs SPY
+773.3%
-652.9%
-64.3%
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% | +0.9% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | -1.9% | +0.1% | -2.0% | -1.9% |
| 3M | -3.1% | +2.0% | -5.1% | -3.3% |
| 6M | -15.1% | +13.0% | -28.1% | -16.0% |
| YTD | -18.8% | +13.5% | -32.4% | -19.8% |
| 1Y | +28.7% | +20.0% | +8.7% | +26.6% |
| 3Y | +126.9% | +77.2% | +49.7% | +116.5% |
| 5Y | +95.4% | +81.9% | +13.5% | +85.5% |
| 10Y | +123.3% | +314.1% | -190.8% | +104.6% |
| All | +120.4% | +773.3% | -652.9% | +108.3% |
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