+139.0%
ISCB vs SPY
+312.5%
-173.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.7% |
| 7D | -1.3% | -0.4% | -0.9% | -0.9% |
| 30D | -3.3% | -1.4% | -1.9% | -1.8% |
| 3M | +2.9% | +3.7% | -0.8% | -1.2% |
| 6M | +11.6% | +13.0% | -1.4% | -2.4% |
| YTD | +14.4% | +12.4% | +2.0% | +0.6% |
| 1Y | +19.0% | +18.5% | +0.5% | -1.1% |
| 3Y | +57.5% | +77.6% | -20.2% | -15.7% |
| 5Y | +38.5% | +81.7% | -43.2% | -27.4% |
| 10Y | +139.0% | +319.7% | -180.7% | -48.8% |
| All | +139.0% | +312.5% | -173.5% | -48.8% |
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 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